Hi Wealthy!
Thanks for using Wordefence.
The list you added users for is only to ignore in live traffic, not to ignore logins and logouts. I suspect, if you check that you have checked one of these boxes:
Alert me when someone with administrator access signs in
Alert me when a non-admin user signs in
If you haven't, you should check and see what you have the security level set to (on options page). Its likely its a level that defaults to let you know.
See if either of those apply and let us know.
Thanks!
tim