You only get a push notification through the Tesla app if the Sentry Mode alert has been trigger and the Tesla Car Alert has been trigger. Which basically means, something physically hit your car to trigger the sentry mode alert.
Also loud exhaust or noises near your vehicle can also trigger the alarm. I had multiple experiences when I get the sentry mode alert, reviewed the footage and no damage was done to my vehicle and it was just a truck with a loud exhaust near me.