It seems to be impossible to turn of email notifications from Cryptsy. Every time a user makes a wallet to wallet transaction, cryptsy sends an email containing ALL the data - how much of which currency was sent from user's cyptsy wallet to external wallet. This effectively links an email address to cryptsy account and to the outgoing wallet.
We all know that big brother loves to collect emails. Cryptsy helps them to easily compile a database of millions of wallet addresses - link them to emails - link emails to people, thus uncovering who owns what and does business with whom.
LocalBitcoins does the same thing, except they do allow you to disable email notifications.
I've asked them for about six months to provide an option for receiving PGP encrypted emails, but so far they haven't added that feature.
We really should be demanding that option from all Bitcoin companies as a general principle.