Tapping the notification icon in mobile view takes you to the list of all your notifications. However, they are sorted oldest-first, meaning that you have to scroll down to the end of the page. In other words, when the page loads the notification you're expecting to see isn't visible. The first time this happened to me I didn't notice the sorting order and thought the notification had vanished. Reversing the sort order to newest-first would resolve this.
I was browsing using IE Mobile 9 on Windows Phone 7.8.
This appears to be related to T46296.
Version: unspecified
Severity: normal
OS: other
Platform: Smartphone
See Also:
https://bugzilla.wikimedia.org/show_bug.cgi?id=44296