When I look at my global inbox on meta.math.stackexchange.com, I only see notifications from meta.math.stackexchange.com. When I look at my inbox on primary sites, I don't see the meta.math notifications.
Edit: Upon further investigation, it looks like this works correctly in meta.gaming.stackexchange.com, so maybe it is just a problem with meta.math?
The two screenshots below were taken a few seconds apart:
Global inbox for StackOverflow
Global inbox for Meta.Math