I think we have got to the bottom of what is going on here, with a little help from Polar Bear . I’ll post it here rather than send you a private message so that it might help others.
It sounds like your notification emails are going into the spam folder. If you read the notification email when you’re in the spam folder, any links will be in-active (not-clickable). If you move the email into your inbox the links should become active.
The best way to ensure email notifications from the forum are not sent to the spam folder is to add this email address: firstname.lastname@example.org to your contact list.