For almost a year we have been experiencing the same issue in receiving an email notification whenever someone comments in our blogs. Some of us had no problem in receiving the moderated comment email notification, but when that visitor comments again, we will have no idea because no email has been sent. I WILL TELL YOU WHY....
WordPress doesn't bring over your admin email address during the installation. Here is how to fix the issue:
If you login into the admin area of your wordpress, look at the top right hand corner and you will see "Howdy, chanel!" (or whatever your name is). You need to click your name to access "Your Profile". Look for the area that says "Contact Info". What does it say in the E-mail field? I bet it has the email handle but not the "@gmail.com". In my case, it only said "kissables" and not "email@example.com". You will need to fill this entry again with your email address and then hit "Update Profile". Test your comments and viola...you will have an email notification of that comment.
This is a WORDPRESS glitch. Not a user glitch, not a "Who's your website hosted by?" glitch, not a Yahoo glitch, not a "well maybe you did something wrong & messed up your codes" glitch. Somehow during the wordpress installation, the database was created without putting ALL of your information in there as directed.
Hopefully this is the actual solution to this ongoing grief and frustration. WordPress users, please let me know if this worked for you?
Signed, Chanel from kisschanel.com