I get this too. Strangely enough the gone notifications often come back when I click on a link. They reappear when I come back to the site clicking on the reverse arrow (when I followed a link leading outside the network) or when I end up on another post.

Edit: I just tried both maneuvers (going outside and inside the network), and both didn't work. When I logged in tonight before commenting I had no notifications. More often than not notifications don't work when I log in.