Many people have reported this. And some little birds are telling us that this is now how things are done. Aka, you wont see the "x has invited you" infobar or dialog anymore. Some people assume this is because of privacy issues (eg: so you wont get 234567865432 dialogs popping up when a spammer adds you). I can't confirm nor deny if this is correct or not though.
However, you should still be able to view your invitations on your Windows Live Profile:
http://profile.live.com/invites
/ 
