Hi @Antoine
Makes sure the email addresses added to the group are AAD user members not any groups, see Email Azure Resource Manager role for more info. If the members not receiving emails are not in a group and indeed member roles at the subscription level, then your issue will require more investigation.
If that is the case, please contact me at AzCommunity[at]microsoft[dot]com ATTN: Ryan enclosed with a link to this post and your subscription id.