I noticed while doing some testing that assigned emails for the default order status do not get sent. An email does get sent on every other order status change without any problems. Has anyone else had this issue?
I just tested this with a default Craft Commerce installation, assigned an email to the default "Processing" order status, placed an order and received the email as expected.
I'd double check under
Settings->Email in the Craft control panel you're not using phpmail or sendmail and you're using a proper SMTP server or transactional email provider like Mailgun or Mandrill, etc. The others are notoriously unreliable at delivering email. See: https://craftcms.com/support/troubleshooting-email-errors#dealing-with-email-delivery-issues