Pier,
The email notification should occur regardless of whether the "Post to Facebook" box was checked.
I just tested and was unable to see the post as well. It's possible because the Open Graph settings are enabled for the pages with the comment box. Can you enable Open Graph integration in the Social area of JFBConnect? The Open Graph settings are what are used to describe your page to Facebook for wall posts, and may be why (without any info about the page) that Facebook isn't automatically checking the "Post To Facebook" box or actually pushing it to the Wall. JFBConnect will take care of most details for describing your page, but if you want to specify images or titles, you can see the article below:
www.sourcecoast.com/jfbconnect/features/...pen-graph-for-joomla
Hope that helps,
Alex