Currently the way it's set up:
If someone requests to be your friend, you will receive a message upon login and an email will be sent out to you (the one you signed up with) that a user requested to be your friend. At this point you can accept or deny upon login.
If someone accepts you as a friend, you will be automatically added. The reason you are not alerted is that if they deny you, you will also not be alerted. This makes it easier for users to either accept or deny friend requests without making it formal. They can also ignore the request.