Looking under my responses tab, I see:

Looking under my inbox on the top bar, I see:

(I believe only I, and perhaps mods, can see either of these screens - sorry about that)
Note the two I circled are different comments, neither showing up in the other display.
The one I encircled in my inbox is actually a comment on a deleted post (since it's a deleted post, 10k+ users only unfortunately), which may explain why it doesn't show up in my responses tab (I don't really care about that, and frankly this behaviour makes sense).
My question is - why does the other comment's notification show up in my responses tab, but not my inbox?
Is it perhaps related to the deleted comment?