I've noticed that I only get an alert for being outbid on a pet auction about a third of the time. I'll bid on a pet I really want, and go back when the auction's over only to find I was outbid and never told about it. It's getting really annoying.

I took a look at your account, and you get an enormous amount of alerts for auctions and subion replies. Most likely, you're just missing the outbid alert is all.