You need to modify the language string for that email and add subscriptions to it. Specifically the below language strings are used.
Code:
'UE_REG_ADMIN_PA_SUB' => 'ACTION REQUIRED! New user sign up request pending approval',
'UE_REG_ADMIN_PA_MSG' => "A new user has signed up at [SITEURL] and requires approval.\nThis email contains their details\n\nName - [NAME]\nE-mail - [EMAILADDRESS]\nUsername - [USERNAME]\n\n\nPlease do not respond to this message as it is automatically generated and is for informational purposes only.\n",
'UE_REG_ADMIN_SUB' => 'New user sign up',
'UE_REG_ADMIN_MSG' => "A new user has signed up at [SITEURL].\nThis email contains their details\n\nName - [NAME]\nE-mail - [EMAILADDRESS]\nUsername - [USERNAME]\n\n\nPlease do not respond to this message as it is automatically generated and is for information purposes only.\n",