I asked the same seven months ago at Meta WPSE.
But, nowadays, I know it belongs in the Mothership.
I've researched for the topic again and only found one remotely connected:
Would you support a Stack Apps Advertising - Sidebar contest?
And the "big one" (and all linked in it) that focus on Instant Emails (cited in my original Q):
Notify more frequently than once a day?
If you allow me, I'll quote it in full, as I pretty much feel the same as when I first asked it:
Having the SENotifier installed, sometimes I reply in almost real time to comments made in Q&A. And feel it's a pity the other party haven't got an instant notification, so the problem gets solved while we have our hands at it.
My research here in the Meta shows this two main threads about the issue, and they involve email notifications:
In the first, @tnorthcutt points to this StackOverflow Meta question:
And there, @JeffAtwood makes a comment about the use of the StackApps for this kind of instant notification.
Which brings me to my point: shouldn't all those Notification Apps and Extensions be promoted so new users (and maybe not so new) can get a better interaction with the whole Stack?
I really think that, at least, a new item in the FAQ would be welcomed: How do (can?) I receive notifications for Q, A and C(omments)?.