I have just awarded my first bounty in stackoverflow and got the bronze "Benefactor" badge, but I somehow didn't got notified about this in my recent achievements dropdown. It used to do that with the other badges. That is how it looks for me, no more badge earned notice:
In fact I noticed the earning of the badge only because the bronze badge counter increased
For the case you say
"It is not a bug, we removed it"
I want this back :-) I think it is actually useful to see what badge has just been earned.