So I recently moved some databases to a new server running SQL Server 2019 and encountered a issue with job status notifications from SQL Agent jobs.
I don’t do much with the agent doing failure (or success notifications) for jobs, I usually add a step to a job to notify via e-mail of success or failure as needed or let my monitoring tool provide notifications as well. Yes, there are issues with both approaches.
This instance was configured for a team that uses agent notifications and they called to say they were not getting notifications. It turns out notifications are not enabled out of the box on installation; you have to do that yourself.
You have to enable that in the agent configuration for it to send an e-mail. Thinking about it, I understand why, and I just forgot I had to do that.