Canvas notifications are notoriously poor and useless when it comes to submission comments.

A better solution is to use the Canvas Inbox to filter out submission comments:

https://community.canvaslms.com/t5/Student-Guide/How-do-I-filter-conversations-as-a-student/ta-p/445

Click on the Inbox. Then, in the top left, change "Inbox" to "Submission Comments".