Solved my problem by switching to SMTP. Wish this was in the documentation somewhere. If you’re using a host ISP, not all support the out of the box method in WordPress…
I am having the same problem, but with 2.7.1.
In fact, I have received zero emails on new user registrations – neither one to the admin email address, nor the one to the registering user.
I can see in the admin panel that the user is added.