Abort triggered notifications are not sent when assigned at process flow header level.
The process flow header only goes from initiated to finish/complete. As the process flow header does not technically run nor abort the abort notification will not trigger. This behavior is as designed.
Additionally it is noted that the product does not apply the abort triggered notification set at the process flow level down to the process flow components.
This is as designed. To set abort notifications on process flow components they must be set at either the components execution level or at the job level.