When the rich notification feature came out awhile ago, there were a lot of threads with folks having issues with it. For whatever reason, remote access had something to do with it. Folks that had port-forwarding setup to where they'd access BI remotely with a unique port number that the router port-forwarded to a different port internally seemed to have the most issues. Folks that used the same external port as their internal port didn't... but this was awhile ago, so I'm not sure if that's still relevant.
I will get notifications like your example about if I'm on a network that blocks access to my BI system, like Home Depot or Target's in-store WiFi.
Might be worth doing a support ticket if you haven't already.