Why am I not getting comment notification and other administrative emails?

The Cloud Sites mail servers check that a valid “from:” address is set when delivering mail generated by a script. The WordPress script sends some administrative email as ‘[e-mail]’ and if this email address has not been created in your control panel you will not receive these messages.

To fix this, create this address as either a real mailbox or as a forward to another address. Once you do this you should receive comment notifications normally.