Hello Anthony,
This is by design. In the Admin Guide it states: "Live Record messages do not trigger a message notification when
delivered to a voice mailbox."
Taking a guess, there is probably a few reasons it was designed this way. First, the size of the emails would probably exceed most email servers individual email size since the recordings can be large. Secondly, I think the UC assumes that since the user is recording the call they are aware of that, and they don't need to receive a notification(or the attached recording if configured.)
Hope this helps.
Thanks,
-john