Jetpack’s Subscriptions feature relies on WordPress.com. The emails sent via the feature are not sent from your own server, but from WordPress.com.
You will consequently want to contact the Jetpack support team via this contact form. They are the only ones who can investigate more by looking at logs on WordPress.com. You will want to let them know your site URL, and you’ll need to give them a few examples of the emails that did not receive a confirmation.
It’s worth noting that those confirmation emails are only sent once. When a reader signs up to receive email notifications, they should receive one email. If they try to subscribe again later on, no new confirmation email will be sent.
A good first step for those folks is consequently to go to subscribe.wordpress.com to clear any pending subscriptions they may have.