Verify that activity has mail listed as one of the items displayed in activity.
On the activity bar right click after the very last available option you have displayed and click on "Personalize Activities"
Then from the list make sure that Sent/Received Emails in the Selected list:
Here is a link from the wiki in regards to this: Activity Formatter - ServiceNow Wiki
If this is all true and the notifications are still not showing up in the activity, you will need to verify that Mail Sending is turned on. Normally in the lower environments (Dev, QA) email is turned off and that will prevent them from being seen in the activity. If you do turn email on in lower environments, make sure you designate test email account otherwise the emails will go out to users and you may not want that.
