Generally, it is safe to assume that the email program is scanning emails, both sent and received, to alert a live person of something "troubling".The purpose of the email program is to keep the missionary "pure".
Don't communicate anything through myldsmail.net that would cause your missionary discomfort or awkwardness with his superiors.
Talk over the phone or encourage your missionary to yahoo or gmail.
However closely reviewed to ensure they are safe, uplifting and present the church in a positive light. Anything disturbing, negative or inappropriate is cheerfully removed and returned to the appropriate priesthood leader for review and possible guidance, ministering and perusal for repentance.
It has been a few years but I was never notified concerning any emails I sent my son while he was on his mission, and according to him, he was never notified either. Occasionally my emails would be peppered with colorful language and my opinions of the church and it's leaders. Still...nothing.
Every now and then I would end my weekly email to my son, instruct him to stop reading, and then I would scroll down lower on the page (out of his view) and would add a "P.S." for any spying church officials viewing the email. Then I would REALLY go off. Anyone reading would have learned some new cuss words that I invented on the spot. Never heard a word.