I set "Scotland" thread to notify me of new posts when I first saw the thread over Christmas. The Scotland thread is listed in my Profile> Notifications list.
There have been several (pages) of replies to the thread since I made the setting but I have not received one eMail notification regarding them. I have received a reminder to activate my account (which I have of course dealt with) and a notification about a PM which I read, so the forum can and does have the details needed to make contact with my eMail address.
It's not a big deal but it would be nice if it worked!