Since MailChimp API version 3 all e-commerce data is now tied to a single MailChimp list. This means that you will not be able to change the connected MailChimp list unless you synchronise all of your WooCommerce products, orders & customers with this new list.
After the initial setup, the MailChimp list setting is disabled in the store settings.
Synchronising with a new MailChimp list
To connect your WooCommerce data to a new MailChimp list, please take the following steps:
1. Go to the MailChimp for WP > E-Commerce page in your WordPress admin.
2. Scroll down and use the “Reset Data” button to reset your e-commerce data.
3. After the page reloads, use the wizard to connect your store to a new MailChimp list.