This has been suggested multiple times. As it is, we get mails for things that we don't much care about, such as every single interrupted caravan gathering clay, and notifications that disappear all to quickly for things that we do care about, like destroyed harvesters, harvesters that are grabbing rare herbs and minerals out from under armies, that sort of thing.
If I didn't know any better, I would think that the system had been designed specifically to frustrate players and increase conflict through lack of information. (Or in the case of interrupted caravans, too much information.)
However, I do know better and I realize the current state of things is an artifact of the developers' attempt to respond to player concerns about too much mail related to caravans. Perhaps they didn't realize that at least some of us might care substantially more about specialized harvesters than about caravans. Then again, I'm not sure I want three messages every time I send my cotters for grapes.
I agree that a system that allowed players to CHOOSE how they receive reports of this sort of thing would be ideal. I am pretty sure that most players would agree that this would be their preference.
I am interested to hear from the developers about whether you COULD provide these options (albeit with some work) and are for some reason just choosing not to (and I'd love to hear the reason), or whether in fact that providing these options is something that is so difficult to do you just are not going to try because of the time and expense, or whether this functionality is something you have on the list of "things we'd like to work on."
Thanks!