Some of my recent PM notifications have landed in the Spam folder on GMail. This is likely because some people marked the e-mail's as spam. In any case, something to keep in mind.
Automatically sended emails usually arrive on the Spam folder unless you set them as non-spam. It also depends on the email provider, Gmail is kinda strict when it comes to spam.
This is a recent thing, Ive had no problems for a large period of time, and id say in the past week or two, theyve been going to spam.