This is due to a known issue that just started recently. Summarised here: Notifications and outstanding game count not working
In the mean time, you just have to keep your eyes on your games. Your Profile pages shows you them all, so it’s not hard to scroll through and see what is pending.
Also, people have suggested that the Chome notifier plugin is still working. I wouldn’t rely on that being true: the same issue might be stopping it from telling the truth, but it’s another way of getting a possible warning.
(I use it, and it has been working for me, but I never have more than 2-3 games at once).
GaJ