I sometimes find that Notifications only work when the App is not the "front" app.
Also, if you have Linked the Apple ID and the iPhone number during the process of setting up the Mac version and the iPhone and you are then sending to yourself (either to the iPhone Number or the Apple ID) then there is also no-one to notify as it will be synced back anyway.
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.3)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously