No emails sent

I have tried this on 2 installations that have the Group module.
I followed the instructions:

CONFIGURATION
-------------
* Install the module.
* Configure the notification on page `/admin/group/notifications`.
* See the module do it's magic.

(I didn't change the default email subject or body. I just checked the box to enable the messages)

But there is no magic. No emails are sent to user when that user joins or leaves a group.

I have Group (3.0.0-beta6), Group Invite (4.0.0-alpha1), and Group Membership Request (3.0.0-alpha2) enabled on D9.5.2. Email notifications in general on sites are working. For example, notifications are sent for Group Invite.