When a comment is posted to a page (where users are properly subscribed) using Postie (http://wordpress.org/extend/plugins/postie) no notification is sent.
If the comment is instead submitted using regular web form, notification works as usual. This happens on a site with only three plugins: postie, subscribe to comments reloaded, and subscribe2. (notifications from subscribe2 do work though).
PS: Postie allows posting and commenting using email messages.