Here’s what I did…
I created a new testuser as a subscriber.
I changed the email address for Submission Notice To to my helpdesk email.
I logged in as the testuser and added an entry.
I received both the auto reply and the admin email letting me know of a new submission.
So… that said, seems to me that Form is sending email just fine thru WP as it should.
Also, curious, I did opt to send the login info when creating the new testuser, I never did receive that email.
My suggestion, try setting up the notifications to go to a different email address, like you personal address for instance and test. I suspect you will receive the notifications.
My guess as to the reason, either the web host is blocking them from being received some reason or the email client is either blocking them or putting them in your junk mail.
Now that I think of it… some hosts do block email where the to/from fields are the same. The admin notifications are sent that way (I think, I’d have to review the code).