The last 3 registrations that were either incomplete or abandoned, no pending payment message was sent. I migrated to a new host last week, not sure how that can make a difference. The Registration Approved messages are coming through fine.
They would have needed to select an offline payment method like Invoice, then click the Finalize Registration button in order for the Pending Payment message to be sent. If they simply abandon the registration process before completing those steps the Pending Payment message is not sent.