About 10 months ago or so, Google added a feature to email messages from the Google Webmaster Tools message center to verified email addresses. This was very handy for people who did not login to Google Webmaster Tools on a regular basis.
The thing is, it doesn't often work. I have mine set to send an email to me and I would say that maybe 20% of the time, I will get an email notification when there is a new message in the message center.
I am not the only one with this issue. There is a report at Google Webmaster Help where one person said:
Messages from my Webmaster Tools account are not being forwarded as set. This has proved important recently as I discovered a blocked URL message that had not been forwarded from two weeks previously.
It can be an issue with Gmail or a spam filter blocking the messages but that is still an issue.
Forum discussion at Google Webmaster Help.