It's odd that you don't have the original message in your inbox. That's what the feature is designed for. Maybe it's on a different page? Are these emails from people you sent PM's to? This feature is built in across all SMF forum software so if you're registered on more than Susan's, and have the same option enabled, it may be from a different site?
With regard to the email address, the one given in the email is the one they use with their account here. It doesn't necessarily mean that's the one they check day to day, only that they registered with it.