Alright, so since WC Subscriptions is creating it’s own array for columns. Any filter priority lesser than their function will simply make your code non-functional. So what I did is I changed priority from 10 to 1000 so that my codes fire after their code.
add_filter( 'manage_shop_subscription_posts_columns', function ($columns) {
$columns['my_field'] = __('My Field');
return $columns;
}, 1000);