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I have found a small post about Adding Columns to Marketing List Members Views from Peter Toftager-Larsen (link).  I found this post interesting enough to write a post about it.
The described steps should be supported.
As you’ll know the Marketing List Members View cannot be edit as the regular Customizations. Hacking in the database is not supported.
The views can, however, be accessed via the Advanced Find. In the Advanced Find you can select ‘Views’ in the ‘Look For’ Box. The result gives you a list of all the Views in the system (Personal views not included). In this list you can find the Marketing List Members Views. Easiest way to find them directly is to add the Filter ‘”Name” Contains “member”‘.

As you will see the views (All Members, Active Members, Inactive Members and Quick Find) all exist 3 times. All the Views are separately created for Account, Contacts and Leads. By opening you can distinguish one and other. After opening you can change the Description to make it easier to distinguish the Views in the future.

Now you can add and/or chang the columns.

Open a specific view and add and/or change the columns.
Save you changes and publish your customizations.