I have a closed group. When someone posts to the stream of that group, its members get the email notification... but if they click the link in it they get taken to a 404 Page if they aren't already logged in....
I'm guessing this is a little bug and it should route them to a login form if they aren't logged in? Can you please check / confirm?
Example E-mail Link URL included in Site Details below so you can see the 404 page.