I didn't receive any notifications on the comments to this answer to a question of mine. Aren't the question owners supposed to be notified of these as well?
No -- per
The owner of the post you're commenting on will always be notified of your comment. If you are replying to someone else who has previously commented on the same post, mention their username: @peter and @PeterSmith will both notify a previous commenter named “Peter Smith”.
Thus, in graphical form -- the red arrows indicate who is notified for each comment:
By design, comments to answers don't notify the question owner; see also How do comment @replies work?