Even though reminders have been set for Start a Task Process action, the notifications are not being receive.

To receive task reminders with Nintex Workflow for Office 365, you need to set the Due Date within the action configuration. If the Due Date is blank the reminders will not be sent as the workflow wouldn't know when the Task is due is actually due.

You can read further information and the Task action configuration options in the the help file below.
Start a Task Process