I always say to people that if you want email then you should just use email. I'm not a big fan of using Moodle for critical communications because students can switch of notifications. And it can be slow, too.
What do you mean by "does not work"? What happens?
Are the selected enrolments Manual or Self-enrolment? Each enrolment type has its own options, so some other type (e.g. LDAP) may not support this menu.