I registered on frontend, selected Member, and it worked perfectly fine. I don't know what more to advise. This worked in my tests on your site and on my local server.

If you try to give a user a subscription from backend it will not work. The reason for this is the user store happens after that CBSubs trigger. This results in the user store overriding the action. This is because CB Auto Actions doesn't act on the user by reference as it doesn't know which trigger objects are even references (it's possible to now select the references under Parameters). So when you're doing this from backend be sure to set their usergroup manually.