User Data Request Not Sent

I have activated the User Data Requests, and I can see the incoming requests from user in the Plugin/Requests tab. I have tried it with a test email, but I do not see any email sent to my test account for the data request.

I can only see a row in the Request like this

#1 0 [email protected] xx.xx.xxx.xx 2018-10-21 17:40:26 Active

and no email to that account.