Comments must be published for sendind notification mails.
Yes, only administrator notifications would be sended for unpublished comments. This is because registered users has no rights to publish so they can't read unpublished comments.
But there is another issue - then administrator publishes comment from backend (with frontend all works) JComments doesn't send notifications for comments subscribers. This issue has been already discussed on forum and quick solution was posted. The fix will be included in upcoming JComments version.