In the Profile area, there are three types of Email notification settings.
Crawl Finished Emails
These are emails you receive when a crawl being run on your site is finished. There are settings for frequency of Delivery.
There is also an option to select which sites you want to receive emails about completed crawls.
Page Set Score Emails
You have an option to receive weekly emails about scores per Page Set.
Finally, there is the option to view emails about tasks you created and/or are assigned to, as well as emails where you have been mentioned.