Application Control - Notify user option not working

Hello,

I configured Application Control rule on one test machine. SEP client and SEPM are version 12.1 RU6 MP3. The rule is working as expected, however I also selected the option from the Application Control policy "Notify user" but it doesn't work. I don't get the pop-up with the configured message.

Does anyone knows what could be the issue?

Thanks in advance