I logged in this morning to Bing Webmaster Tools and noticed a pop up from Bing asking me if I want to receive email notifications of site issues and also updates.
The notification read:
Bing Webmaster may sent out emails notifying users about specific issues with their sites, as well as periodic webmaster new updates, offers and tips.
Here is a picture of the notification:

Google is big into email notifications for site issues via Google Webmaster Tools. It can't hurt to ask Bing to send you notifications as well, so I suggest you all login and set this up.
Forum discussion at Bing Webmaster Help.
Update: This was part of the recent Bing WMT update from a month or so ago.

Comments:
Black Seo Guy
07/05/2011 01:22 pm
I haven't checked my stats on bing in awhile..think I might just login a see what this is about. "Black Seo Guy "Signing Off"
Athar Basha
07/05/2011 06:13 pm
I have noticed it today:-) while i logged into Bing Webmaster Tools :-)