Unless you intentionally unsubbed from a thread, the Notify me should be checked by default when writing a new comment. But honestly, WordPress isn’t exactly a high-speed forum solution. There are various components I need to juggle in the background to make this site somewhat acceptable speed, have a place for discussions, provide an option for Logins as well as purchases. The main reason I got the Discord server booted up is exactly that it’s much easier to communicate there and keep in touch. Forums are a bit of a shadow of the past these days, but at the same time, I wouldn’t want to throw it away or force anyone who isn’t comfortable with messaging apps like Discord to move over there. So while this remains a place of interaction, I’m not sure it’d worth sinking more time into investigating why specific features aren’t behaving exactly as we would assume they should. This is a bottomless pit, and I’m not sure there’s a solution in the end, unfortunately. :\
All in all, if you want to play it safe, make sure you are both subbed and have the Notify me ticked when leaving a reply. 🙂