Odd indeed. The quarantine emails are sent as HTML by default.
Just out of curiosity, (you've probably already done this), have you viewed the message source of one of these notifications to see if there are any HTML markup tags in them?
Do the messages pass through another device before final delivery?
Is it possible the endpoint MTA has some ruleset that strips the HTML?
If they do not, I'd recommend sending in a copy of one of these notifications, along with a Support Request to Customer Support so they can take a look.