This is not a bug. Currently, email notifications are only sent when the failed task was triggered by the scheduler. No email notification in case of any other trigger (API call, manual triggering).
Even the “Server command” action should return an error if the triggered task fails so it’s not really different from the “Call” action in this regard. Unless you select the option “Don’t wait for completion” because in this case, the other task is triggered in the “fire & forget” mode.