This issue has been reported as an "improvement" in
MDL-6591 but I think it's a really serious (functional) bug and be treated with great priority.
The question of notifying grades by email can be discussed and considered an improvement, but I think it just doesn't make sense that students automatically get a copy of their obtained grade in an assignment if you've said NO to "show grades to students" in the course configuration.
It's happened to me and other teachers as I've seen in the forum and I think this is still happening in Moodle. It is a really, really big annoyance, especially because I don't know if this feature is remarked in the documentation.
Not being a technical bug, it is a serious behavior bug that can lead to really undesirable situations between teachers and students. Isn't it?