Yeah I have this sometimes as well. But it doesn't really bother me. Some go to my email and others don't. I noticed that it usually happens when there's an abundance of people commenting me. For example if I get 4 comments in one day they all get sent to email, but if I get 20 in one day only a few (3-5) will get to my email. The same thing happened when I posted in the discussion boards only a few responses got forwarded to my email. I kinda-of like it this way. It keeps my email from getting overwhelmed with notices from 365.
Maybe something goes wrong with our notifications settings
So my suggestion is, check your junk mail :)