Okay, it looks like my suspicion about external settings may have been correct. I found this resource about using MailMan via cPanel:
Mailman FAQ Entry

It concludes:

All of this mumbo-jumbo is why you can't create lists in the normal way if you're using cpanel, either via the command line or via the Mailman interface. That's OK, use the Cpanel -> Mail -> Mailing Lists -> Create New List and it'll handle everything for you, including making the aliases entries for your list and all that good stuff.
So I think I'll create the list in cPanel then copy the list's own directory over again from the old server, that way any external settings will be put in place during setup and the list's config settings (and addresses!) will overwrite the defaults. Hopefully. I'll report how that goes...