If look at the file class-gf-mailchimp.php, line #119, you will see:
/**
* Defines the capabilities needed for the Mailchimp Add-On
*
* @since 3.0
* @access protected
* @var array $_capabilities The capabilities needed for the Add-On
*/
protected $_capabilities = array( 'gravityforms_mailchimp', 'gravityforms_mailchimp_uninstall' );
So Mailchimp menu item is protected by ‘gravityforms_mailchimp’ user capability.
