Just out of curiosity, are you logged into the PTC Community?
I have to be to reply, but the community logs me out multiple times a day so I can't say that I am logged in when an email comes in. Not sure how that would effect the content of the notification email though.
Only, I believe, what comes with MS Outlook.
Besides, I'm getting the emails just fine, they are not being filtered, they are just missing the links. My junk folder is empty.