In the Feed Settings you have selected the box for the notification for the ticket status change but you do not receive the feed update when a ticket status has been changed.
Reproducing the Issue
1. A user changes the status of a ticket for which you are involved.
2. Go to the Feeds workcenter.
Result: you don't see feed updates for a ticket status change.
Tickets do not generate any feed or notification. Only when you follow the Ticket object, the feeds are shown.
You need to follow the ticket instance you you want to receive feed updates for this ticket.
KBA , SRD-CC , Cross Components , How To