I never noticed this before, so it's possible it's a known bug. However, just now out of happenstance I checked one of my maps, and lo and behold, it had a comment on it made last month. "Interesting," I thought to myself, "I don't remember ever being PM'd about this, despite having comment notifications enabled in the map settings." I have noticed that I haven't received any PM's for a really long time. That makes sense, since I don't really come here as much anymore, but this has sort of made me wonder if the map comment notification feature works at all.
So, in short, does it?