I am having a related problem. There are two places for the setting of where administration get sent.
One is under the admin user profile. I am able to change the e-mail setting on this.
The other place is at Settings -> General. I am unable to even update the e-mail address here. After I click on “Save Changes”, the old e-mail address reappears. And I don’t get an e-mail message for the confirmation process.
http://codex.ww.wp.xz.cn/Settings_General_SubPanel
E-mail address
Enter the e-mail address to which you want WordPress to send messages regarding the administration and maintenance of your WordPress blog. For example, if you allow new users to register as a member of your blog, then a notification will be sent through e-mail to this address. Please note this is different than the address you supplied for the admin user account; the admin account e-mail address is sent an e-mail only when someone submits a comment to a post by admin. The address you enter here will never be displayed on the blog.
