Hi @avabusiness, thanks for reaching out.
The Wordfence > All Options > General Options > Where to email alerts input box can accept comma-separated values so ensure your email is the only one there. Just in case this ever held a different value, it might be worth removing all values and retyping yours before hitting SAVE CHANGES again as a first thing to try.
Aside from the above, ensure that no settings on the server or in third-party WordPress SMTP plugins are auto-forwarding all mails sent from PHP to another address. Wordfence doesn’t try to send alerts to any other email addresses in the WordPress “Users” or “Settings > General” sections as part of its feature set.
A restart of postfix or sendmail (whichever is installed on your server) can also fix an issue like this if something has stopped working properly or still obeying old settings. Your hosting provider may need to help with that in some circumstances.
Thanks,
Peter.