First I have thought it is because my setup, as the first hub was in my home with a nginx reverse proxy before that. I couldn't get it to work there, but as I have moved this account to a VPS, I still got no push notifications. Activating the addon and the setting made me finally happy, on both hubs.
I had to install the addon and activate it in settings. I never got it to work. Not on my old hub, and not on this one (my other accounts on other instances work fine, so it is hub related), after activating both SSE (addon and settings) everything is fine now.