I suppose you chaps will laugh now, you won't believe it but I'm getting two notifications now, one with the dull tone before half my "proper" sound, the second one is just the proper sound. The first has "Edge" on the flag (in the bottom right corner), the second flag is bigger and has "Mail" on it.
I've found that if I sign in anywhere, I get no flags or sound but if I go to the mail app, then go to "settings" as I click "Notifications" the button quickly slides to "on". After that, I get the notifications. How come it manages to go "off"? I've been testing by emailing from a different address with my Win 10 laptop.
I seem to remember Win 10 did that for a while and then it stayed "on".