How come I don't get notifications when someone quotes me?

Did you select one of the options that are below the reply box?
(get notified when others reply? - and you select which type of notification you'd like if any)
If not, then that is why.

just choose "site only" so will I get then on this site then?

Hi Brookz, we don't currently have the option to notify a user in the case that user is specifically quoted in a post. The closest thing you can do is as Holstrom4 (Dawn) suggested, which is to ensure you are notified of when the thread is updated. [i.e. someone has replied in the thread] When you receive this notification you can check to see if the reply was directed at you. You can choose to receive these alerts on the site only or via an email. I think you make a great suggestion and I will forward it along to the forum development team to see if it's something they can work into a future release.