Just double checked and I see that FoF Subscribed is the extension that owns those notification settings ("Someone creates a new post or reply" and "Someone creates a discussion")
In its admin config, I've got the "Allowed to receive notification upon new post or reply" group permissions set to Global.
It doesn't work though, not for this situation like the dialog in this thread. I don't receive notifications when just "Someone creates a new post or reply" is checked and all the other permissions are unchecked. I'll just retest it though just to make doubly sure.
It seems I must have a much older version of FoF Subscribed than on this forum though, since the text appearing in my notification settings is different, so I guess I'll have to check the upgrade - can't do that without my laptop right now though.