I saw the last comment on my blog just by accident when I visited my CMS panel, and received no notification email for that. I was going to ask here "why" when I found out that the relevant settings boxes were unchecked.
Now I've checked them again and hope it will notify me next time, but I don't know how this (the boxes being unchecked) happened as they used to be checked and I used to receive mail notifications for every single comment waiting for my approval.
P.S. I don't share the CMS login info with anyone.