WPMU – new users are automatically subscribed to the main blog – how to prevent that?

This is a known bug.

A fix will be available in 3.6.1, see:
http://core.trac.wordpress.org/ticket/25166

For now, either bulk remove the users in WP Admin or do something (ugly and temporary, remove when 3.6.1 is available) like:

add_action( 'wpmu_new_user', function ( $user_id ) {
    global $current_site;
    remove_user_from_blog( $user_id, $current_site->blog_id ); // remove user from main blog.
 } );