It doesn't have to send you an email when your name is changed. It depends if the admin choose for it.
OT: That you had this name for months doesn't mean that it's allowed. It was reported today and that's why we took action. We can't keep track on all the usernames with such a big user base. As said before, your name was offensive and that's why it got changed.
Please send a PM to any staff member with the username you'd like to have now so that we can change it again for you.