Make sure notifications are clicked on in your profile, but the notification number of replies by the user name isn't all that obvious either. Needs a different color to stand out better.
Strange, I enabled the setting, but I didn't see that there was a new comment on this article until I saw the comment number go up under this article on my profile page.
EDIT: tbh, I didn't notice there were links for "notifications" and "messages" until I moused over my username. Would be nice if there was a Reddit-style inbox icon right on the top bar.