We have a CD/DVD device rule looking for CD/DVD drives in the removable storage definition and also checking for file system type of CDFS or UDFS to narrow down to devices with disks in rather than empty drives on the bus.
If we set a rule to just monitor/notify access to the CD/DVD drive all works as expected, we get a log entry and a pop up on the client machine. The rule fires as soon as a disk is inserted so is apparently reading the device definition accurately.
However, if we add a block action to the same rule the CD/DVD disk gets recognised in Windows and is also blocked with an access denied as we'd expect BUT we don't get the Notify pop up any longer. That action is just ignored by the rule.
The same test with the same users and the same type of rule but this time with a USB removable storage stick works as expected, ie. block access AND notify when USB stick is inserted.
Only thing that comes to mind is you made sure you had notify checked as an action ?