UPDATE: Facebook have completely discontinued support for notifications.
The Facebook platform can be a very restrictive mistress at times.
The documentation for sending notifications states:
“The notification parameter is a very stripped-down set of FBML which allows only tags that result in just text and links.”
But they’re lying – it’s even more restrictive than that. At the time of writing, enclosing any text in <strong> tags will cause it to disappear from the notification! It’s unclear why developers are restricted from emaphisizing the important text in a notification. I mistakenly assumed basic stylings would be possible.