I have checked the mail status of notifications sent to the user and they are in FAILED status.
First, I have to checked the user preferences from FND_USER_PREFERENCES table with the following query
WHERE user_name LIKE '&user_name'
AND module_name = 'WF' ;
I could see that preference value is defined for MAILTYPE preference.
I have to checked whether email address is correct or not in FND_USER, PER_ALL_PEOPLE_F and FND_USERS tables.
Email address is all the above three tables are valid and correct.
Next I have checked the user role in WF_LOCAL_ROLES table with the following query
SELECT * FROM WF_LOCAL_ROLES
WHERE name LIKE '&user_name';
I got two records with different ORIG_SYSTEM values, interestingly both roles are active but generally only one role with ORIG_SYSTEM = PER must be active.