If you click on Back, you should see this screen:

Just make sure that the ‘Notify participants when they receive a work item’ checkbox is ticked so that an email notification is sent for the client event task. 

The approver received the task but there is no email notification trigger to them to inform the approval task.

I have checked and there is no error in log file as well. Suspect the notify user setting is not turn on in client event setting but when check in k2 studio , i couldn't  find the setting page as per attached image. Any idea ?

Ya .. i'm looking for this screen i have no idea why this setting page is not shown to me. When i click on back , i see the attached page only. Any idea ?

Try opening the Client Event wizard directly - see attached for what I mean. When you hover over the portion in yellow, you will get a wizard configuration icon to click