the email notifications are generated based on custom checks. These are responsible for monitoring the health (index staleness, remote instance availability, etc.) of ServiceControl instances and are not triggered if error messages have been ingested from the error queue.
One way to get notifications on failed messages is to use integration events. These events can be subscribed to by user endpoints and used to trigger email notifications (you would need to write this piece of code yourself). Here is a sample showing how this can be set up.
Cheers,
Tomek