If you are following a group and have all notifications set to email you when received in your Jive inbox, I would expect an email to be sent out when the group is @mentioned. However, in order to further diagnose this specific behavior we will need to collect some potentially private information related to this user and your instance. As such I would suggest opening up a support case in your customer group here in the Jive Community where the next available support engineer can assist in further investigations.
When you open up the case if you could include the following:
1. Does the user see the notification in their Jive Inbox
2. A screenshot of their preference's page
3. Can you tail your sbs.log file while replicating the behavior (mentioning a group inside another group) and attach those to the case
4. The username of one of the users