I have created a few custom labels under my account.
And I also set the ‘Mail Rules’ for this.
So, any email that contains ‘banana’ in the title will automatically go to the ‘Fruit’ label.
(just an example)
This Mail Rules work flawlessly, BUT!
I don’t get a new email notification when I have those labelled emails.
I have missed quite a few emails 
Is this a bug or is there settings for this?