I personally doesn't have such issue. Just tested on my Mac and notifications works with two newly created and referenced files.
Have you tried (in the following order) to:
- restart AutoCAD using menu AutoCAD -> Quit AutoCAD, than launch it from Dock again
- restart your Mac and test AutoCAD again
- reset AutoCAD to default settings with menu AutoCAD -> Reset autoCAD (you will loose all your customisations in this case)

Maxim