The email cannot received at login although user is configured and message is appeared.
And then Mail setting is following page and correctly since approval request mail is received.
Settings > Credential Manager > Email Settings
Dual authorization mail and email self at login go through two completely different paths - it is one of the legacies of the Access Management and Credential Manager originally being separate products.
Release : 3.3
Component : PRIVILEGED ACCESS MANAGEMENT
For email self on login set up Configuration -> Monitor ->General Monitoring Parameters panel.
Also, please check help on UI for each column.