I get email notifications when someone answers or comments on one of my questions, but not when one of my questions is put on hold. That's an event I'd like to know about! Why am I not notified?
You only get email notifications for things that send you SE notifications... and question closure is not one of them.
Jeff Atwood had posted a (heavily downvoted) answer there which seems to have gotten deleted, but the gist of his reasoning was that it would a) increase complaining b) be too many inbox notifications. No-one really liked his reasoning though.