Well, I receive email notifications of new images being posted. We just have never received comment notifications. I didn't really think about it because no one ever said anything before and I rarely post as I run the shop, etc and haven't been submitting images.
So, it is just the comment notifications that don't seem to work. I have checked my spam - but I get the image notifications, so I know you are not being stopped.
I have sent a note to my host to ask about this - I don't think he has it blocked. From the forum side we can email directly from within a post. I think it would be blocked everywhere if that were the case, not just the gallery.