Although I haven’t installed recently,
I’ve installed and used JDownloader many times on different machines with different OS without seeing that issue.
Have you checked whether JDownloader is otherwise functional, eg
Does your URL automatically get entered in the download queue?
Have you adding your URL manually?
Does downloading work?
If the above all work fine, then your error would seem to be specifically with the notification functionality and nothing else.
Maybe a re-installation can be tried.
Since it’s a Java app, you only need to delete the app folder and tree, then re-install.