I definitely think something is different based on the app and the type of notification or something. Or maybe it's the newness of the watch and it just needs some software updates.
Mail, Messages and even AP notifications always tap and sound. However, I can get 10 Instagram notifications in a row, and I look at the watch to see a red dot that they're listed in the Notification Center, but they didn't sound or tap. I purposely have been looking out for them all day and had friends send me messages or like my images to test, and none of them made a sound or vibrated the watch. Meanwhile my PlayStation app notifies just fine even though it's not even a Watch compatible app and is just mimicking the notifications I allow on my phone.
I'm guessing there are discrepancies because of the newness of the watch. But it's definitely not always because the tap and sound are subtle. Some just don't sound/tap.
I even have had a couple issues with Glances. They've stopped updating a couple times and I had to restart the watch to get them working again. FYI, I ADORE my watch. It's already been awesome at liking my friend's Instagram images, I paid for extra parking today with Pay by Phone, and I was even alerted that the shoes I ordered are coming tomorrow thanks to Deliveries. Nevermind the fun and quick glances at messages or even my credit card getting charged.
But all that said, there are definitely still more things that need to be ironed out lol.