I have the same problem, and it doesn't matter where the notifications are from. I receive none from YouTube. For awhile, USA was working and would open, but now they've stopped, as well. I have the latest version of Windows 10 and Google Chrome installed. Other apps will open when I click on them, ie. Facebook, Twitter, & News, etc. Although Twitter seems to have a few bugs and has stopped playing a Sound notification, as well, even though it is enabled. And I only get ONE notification from ONE Twitter sender, which is very odd.
It is only the Google Chrome notifications that will not open and unfortunately, these are the majority of my notifications. As the original poster said, IF I can happen to catch the notification when it first appears, before it goes to the notification center, I can sometimes get it to open, but not always. Once it's logged into the notification area though, it will only disappear once I click on it. Which, of course, defeats the purpose of having the notification in the first place.
I believe 100% that this is a bug/glitch and hope it can be identified and fixed.