The problem is that most of us are enundated with spam mail as it is. If you've been on the site for quite a while it would mean quite a lot of e-mail per day when a person comments on your works/threads. With the huge amount of users it would just put unnecessary strain on the server sending out all those e-mail notices. The current system seems to be working quite well. Why would you want to change it?
It is easier to just type caedes.net and log in and check if you have any, if you get the e-mail you have to go to your mail site, check your mail, click on the link bringing u caedes, log in, I think it is easier the way it is.
"A piece of toast with butter always lands butter side down, and a cat always lands on its feet. What happens if a piece of toast is tied butter side down to the back of falling cat? Does it hover above the ground in perpetual indecision?"
I'll probably add it as an optional feature, however you can't do it now. So the answer to "why" you can't do it now is that I've not programmed that functionality yet. =)