Go into your user CP... click subscribed threads...
Like vB. Not just viewing subscribed threads..
Not everyone has seen how it is on VB so you might need to explain a bit more.
I personally know what you mean... I guess you could try putting the template for the thread subscriptions in the user cp template... but I haven't tested this so have no idea at all how it would look.
I read somewhere recently that the UCP might have a re-vamp at some point, which might include what you want.