From a security point of view, it is always better not to have users you do not manually approve, as writing correct code that tests against a specific privilege is generally harder than a code that has a binary state of logged-in/not logged-in.
Core has its privilege escalation bugs from time to time, but plugin and theme writers too many times do not fully grasp the concept of privileges which results in coding mistakes which may lead to privilege escalation.
That said, a subscribe role should be fairly safe, it can still access the admin, but I am sure there are plugins to prevent it, but can’t do much except for changing his profile related settings.
To sum it up, it is not a good idea to have users on a shop site just because you want (I assume) some anti-spam measure in your blog. Either let comments be “free” for all, or don’t use a multisite, but a separate wordpress installs.