I think it might have to do with caching in the browsers. I found that reloading the page could force the browser to reload the page content and I would see the notification at the top of the page from "You have no new messages". I have been getting the email notifications of a new private message has arrived.
I've checked out the system and I'm getting email notifications.
Here's how you can confirm whether it works for you.
Either click on "Watch this Topic" on the bottom left of a topic or click on "Notify my when a reply to this post is made" when you make a post.
The system will send you 1 email when there has been 1 or more posts to the topic. You will receive no further notifications until you return to the forum and log in. Then the system resets. A post after you return to the forum will again cause 1 notification email to you.
Let me know if that is not working and we'll try something else.