Why does WordPress email go missing in the first place?

Without Email Delivery or another SMTP plugin, WordPress hands its email to whatever the web server has arranged, which receiving servers often distrust.

That is one of two things:

• On some hosting it is nothing, so nothing is sent at all.
• On the rest it is a plain mail program with no sending reputation. Spam is sent the same way, so receiving servers treat its mail as suspect and file it as spam or quietly drop it.

Nothing on your site notices. WordPress is told the message was handed over, which it was, and stops caring at that point.

Email Delivery sends the same messages through a mail service such as Gmail, Microsoft 365 or SendGrid, which signs them and reports a refusal, and its log records what happened to each one. To find out whether your site has the problem, send one message from Email Delivery → Send a test.