What do you mean you subscribed to MSI alerts? Unless you use the Send Alert flow step, you won't get an email.
Did you ever resolve this? We are having the same issue now. It doesn't seem like any of our interesting moment subscriptions are working. I found another post that said you needed to have the RSS Feed enabled in the admin section (subscribe to interesting moments), so I've tried that, but it doesn't seem to have worked unless there is a delay in that taking effect.