FYI: The TPMS "soft warning threshold" is 34 psi for 19" wheels and 36 psi for 21" wheels (North America only, Europe and Asia Pacific are higher). The "hard warning threshold" is 25 psi for both wheel diameters, in all geographic locations.
Perhaps you didn't receive notice because your tire pressures where very close, but not at, the soft warning threshold.
Here is some other, somewhat related, info from recent experience:
You need to reset the car's tire pressure sensor system whenever you change out one or more TPMS's, whether on an existing wheel, or when swapping out wheels that many owners perform, eg snow tires in winter months. That's because every TPMS has its own unique ID number. (You need a TPMS diagnostic scanner handheld tool to see these numbers, and read the TPMS, if you are so inclined.)
If you have a TPMS with a bad battery (I recently had 3 of 4 Baalong TMPS's go bad after 18 months) you will have a warning that states "Tire pressure system needs service" on your monitor . TPMS's should last at least 5-8 years before needing replacement. (Tirerack gave me a 50% discount for replacements, since I was beyond the 12 month warranty period,)
The Baalong OEM TPMS price was initially high price, then better, but now high again: about $106 each through Tesla. The same units are $50 each at Tirerack. The Baalong were used until about Oct. 2014, when Tesla changed to Continental sensors.