Hi Wei,
I confirm this bug for related sites mode.
This is now fixed in the source code repository so it will be fixed in the next release.
In the mean time you can solve it by running a query to update the child site(s) like this:
UPDATE mp_SiteSettingsEx
SET KeyValue = 'yourcommaseparatedemailaddresses'
WHERE KeyName = 'EmailAdressesForUserApprovalNotification'
AND SiteID = yourchildsiteid
You'll probably need to touch web.config after that to clear the site settings cache.
Hope that helps,
Joe