I've personally never seen the point of getting emails from forums (at least not frequent emails).
Using them as a registration/confirmation step certainly does not stop any type of spam bot (for many years now),
and they can really fill up your inbox if you're watching threads
I think the only time they are useful is if you really want to be prompted when some one has answered a thread (and it takes many weeks to get an answer from a forum you don't visit very often)
I haven't received any emails from XenForo in my spam folder (hotmail), but before I turned off "receive email notifications of replies" I did get many thousand in my inbox (which is annoying to go through and delete all of them).