It's a feature
@Mark: "Ubuntu's bizarro notifications system (you know, the one that 4 releases later still doesn't allow you to click on a notification)"
It's different than Windows, but not a bug as you imply.
One thing that always bothers me with Windows is that, as I'm typing and working away, notifications pop up and grab focus. This results in two problems - the first Enter I hit clears the notification (which I may not have even seen), and focus then returns to the system rather than the app I was using. Since I touch type, I can lose quite a lot of text before realizing that Windows has removed focus from the app of interest due to a notification.
Ubuntu's system solves my problem, and so I prefer it's approach.
YMMV, but you shouldn't assume that Windows == Right, or that one approach is best for all users. Use cases in the real world just aren't that tidy and distinct among a large user base.