App requests not coming through in Family Sharing for son’s iPhone

We have just bought my son an iPhone and have set up family sharing so we can have all the restrictions / privacy settings in place.

He has requested to download an app and my understanding was that this would come through to me as the parent to approve of deny. However I get nothing and my son gets a message on his phone (sent from my email address) with the request. I have tried to google what I’ve done wrong when setting up the phone but not getting anywhere. Any help would be appreciated. Thank you.

[Re-Titled by Moderator]

Original Title: Permission settings on sons iPhone