Uma alternativa seria usar um LEFT JOIN:
select distinct t.phoneNum
from Transaction_Register t
left join Subscription s
on t.phoneNum = s.phoneNum
where s.phoneNum is null
LIMIT 0 , 1000000;
Consulte SQL Fiddle with Demo
select distinct t.phoneNum
from Transaction_Register t
left join Subscription s
on t.phoneNum = s.phoneNum
where s.phoneNum is null
LIMIT 0 , 1000000;
