This is happening on a 3.1.9 board, but I seem to be having the same problem here on the phpbb.com website.
I have tried IE and Firefox. Refreshing makes no difference.
If I click Notifications in the navbar and then Settings, it presents some default settings. If I uncheck and check various ones according to preference and submit, then view settings again, the changes did not take effect. If I unmark all and submit, that works, I get a completely unchecked form. However once all are unmarked and submitted, if I take the completely unchecked form and check some of the boxes and submit, the changes do not take effect. It does not return to the completely unmarked form, it seems to be going back to the defaults again.
On 3.1.9 if I uncheck all and check only to be notified by email if I get a PM, and submit, then view settings again, I see it has 2 checkmarks, one in the Email column and one in the Notifications column, but I only marked the Email column. If I uncheck the Notifications column in a further attempt to only be notified of a PM by email, and submit and check settings again, both columns are still checked. The same thing happens here on phpbb.com.
It is not entirely consistent in what it does every time. Seems more likely to go back to defaults if you check a bunch of boxes.
How do I get the Notifications settings to change and stay changed?