I asked a question in Stackoverflow.com and the question was moved to meta.stackoverflow.com after a while. But I was never notified for any of the answers posted on the same issue. I am not sure why was that. Was that because my question was moved to Meta.Stackoverflow.com and I was not a member of Meta at that time? Or there was some another reason working behind the scenes?
If you're referring to not being notified about the Meta replies (hard to tell from your phrasing BTW), then its because you didn't have an account on Meta.
As a side note, you really should associate your accounts. It will help if a question is ever moved in the future.
See Receiving emails
Apparently SO does not do email notifications...
It would be nice if the user was notified on the original site that a question had been migrated; otherwise the only way to see what happened to the question is to explicitly go to it and follow the migration link.