What you've got sounds like a bug. If you aren't getting these anymore, you might try:
- Refreshing your Steam files
- Toggling this setting off, quitting steam, logging back in, then turning it back on again.
- Use Win+R to open the Windows Run dialog, then enter
steam://open/console
then enter the command clear_marketing_message_views
- Open the
localconfig.vdf
file which is in Steam\userdata\<userid>\config\
and check that NotifyAvailableGames
is set to 1
- Are you sure you're completely quitting all your games? (Dumb question, I know...) Many have launchers, or you might be running something like uPlay in the background.
If none of that works, (or if you're like me and dismiss these things and then realize you meant to read them) there are ways to make them appear.
There's actually a UI button in Big Picture mode, although I've never seen a similar one outside the mode:

You can also manually visit each news update's page, the id's are listed in the aforementioned localconfig.vdf file. In the same block as the NotifyAvailableGames
section, the numbers under Messages
are part of a URL:
http://cdn.store.steampowered.com/message/(number)
You can visit this URL in your browser to see the message. It could probably be automated, but this is extremely painful and not particularly timely otherwise...
As a final note, if you are concerned about missing a time-limited sale on a game, I suggest using IsThereAnyDeal instead. They can send you email alerts about games on your wishlist, and cover more stores than just Steam.