Segments are generated from rules you provide to us. Once a segment is created, you can update it at any time by rebuilding your segment, which will reuse the original rules, search for matching addresses, and replace the existing addresses with the subscribers that currently match the rules.
As a result, subscribers who subscribed directly to a segment would be removed every time the list was rebuilt if their subscriber information did not match the rules. Because this would cause confusion for both you and the list subscriber, subscribers cannot be added directly to segmentts.
You can see the rules used to rebuild any segment by clicking "Rebuild Segment" at the top of the Subscribers page. (This will show you the rules, and give you the option to rebuild, not rebuild immediately.) To add a new subscriber to your segment, you should add a subscriber that will match those rules, then rebuild your segment.
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