No, actually - you do get comment notifications, and nothing in them indicates that the comment has been marked spam. (At least, I didn't notice anything of the sort.) You can even reply to them. Your reply will show up. But the comment you're replying to is completely invisible, to the journal owner as well as anyone reading the comments, so it looks like the reply is attached to the comment above the invisible one.

As usual, it's like they had the seed of what might eventually become a good idea ... someday ... and then implemented it in the stupidest possible way.