Strange indeed. I was fiddling with this setting the other day along with the emails (ironically to reduce the number of emails we send) so I'll check it out. Sorry that this is happening.
Edit
Changed some more things but I couldn't see anything obvious. The notification options are somewhat ambiguously worded in the back-end but almost all of them are set to never send emails (as was the aim of my original edits a few days ago) so this still strikes me as weird.