The plugin uses the wordpress function
wp_mail() to send the email. Once the mail is sent there is obviously no control as to what happens to it afterwards.
Do you get the same behaviour when an email is sent after a new comment is added or a new user?
Also check in your spam and junk mail folders it may have gone there. Sometimes gmail puts emails straight to archive but I have only seen this happen when the domain for both the sender and the recipient are the same.
Another possibility is a conflict with your theme or another plugin. Perhaps something else is placing a WordPress action or filter which can change the behaviour of
wp_mail()? I would deactivate everything, and revert to default theme, then try to send mail and if it works ok add back slowly to find the cause.
Good luck with troubleshooting and do let me know how you get on.