Subscribe Functionality for Conversations

I haven’t used Conversations much in recent editions of ConcreteCMS but now I have a project requiring it. There’s a feature ‘Subscribe to Conversation’. I’m trying to test it’s use but not getting any notifications. I see in Reports->Logs that the admin gets notifications but not the registered user who chose to subscribe.

Is there something else I need to turn on to make this work?

Could they be going to direct messages if those are enabled?

Do you see any email logs for the user getting them sent to them?