Seems like the answer is here, I Got this from the FAQs web page
Where's my notification? I'm sure they've read my email!
It may be an incompatibility with some aspect of the recipient's mail configuration. While MSGTAG works reliably in almost all situations, some mail clients, firewall and mail configurations may be incompatible with MSGTAG-enabled emails.
A small number of email users have text-only email clients, which do not trigger tagged messages due to the fact that MSGTAG relies on an embedded image in the tagged message. Some email security products designed to filter out spam and viruses also inadvertently block the tags produced by MSGTAG.
Don't worry, this will not stop the recipient from receiving your email!