Can't send Mail Notification when sending PM to roles

I noticed that Privatemsg hasn't send the Notify Mail for new PM to Users when using User-Roles instead of Usernames as Recipients.

I am using PHPMailer 7.x-3.x-dev with SSL (Port 465).
I checked if there is anything wrong with my PHPMailer Config.
I got a testmail by PHPMailer that my site is properly configured to use PHPMailer sending Emails.

So in step 2 I checked the settings of my Privatemsg module. I sended a test-PM to myself.
The submit results in a successfull Message. 5 Minutes later I got a Mail Notification to my Inbox with
"You habe a new Private Message ....."
OK fine!

I sended a second PM to 5 other user accounts with the same result. All 5 Users belong to the role "Testusers".

The 3rd and last try was to send a PM to the role "Testusers" ... and I got a successfull submit for sending the PM with the effect that everybody's PM-Inbox had a new message.
But in all 5 cases no Mail has been send to inform the users about a new entry in their Message-Box.
In every user profile is saved a valid email adress.

The Log files are empty! No errors.

I haven't configured Limits to Privatemsg nor are user rights missing sending PMs to roles.

I am sure that sending PMs to roles has been worked till 7.x-1.2 with same settings.