CB Activity has no email notifications. They're all on-site notifications. People typically hate being spammed by sites for things like comments so for now it was not implemented as being emailed on every comment is a nightmare experience. The plan is to eventually support email digests once we've a generic API for doing that so they can be emailed a batch of information at the end of the day, few days, or week instead of being sent multiple emails.
You can do this using CB Auto Actions though. Make a copy of "CB Activity - Comment Notification" system action in CB Auto Actions then change it to an Email action. Be sure to set the To address to [var2_user_id] so it sends to the activity owner.