Subscription confirmation email (not confirmation page) not sent

I am trying to get notification to send a confirmation/verification email to anonymous subscribers with a link to confirm their subscription before it becomes active.
There seem to be some support for this in notifications anonymous module as reflected by the template in admin/messaging/template/edit/notifications-anonymous-subscribe however I cannot see hot to get this email to be sent.
Emails are sent when there is an update to a subscribed content, so that is not the problem.
I have tried with a brand new install of drupal 6, notifications 6.x-4.x-dev.
Thanks in advance for the help!