Following the implementation of MDL-67853, the documentation was not updated to reflect the new messaging preferences page (user and default):

https://docs.moodle.org/400/en/Messaging_settings#Default_notification_preferences

With the removal of the separate online/offline toggle options, I think it would also be important to clearly explain when an email would be sent and when it would not as you used to be able to force emails always, even if the user was online.

On a side note, is there a configuration setting somewhere to replace that now? Some people find it confusing when they are expecting an email and it only comes in as a message.