I have checked on our demo site. It works!
You can recheck with my steps below:
1. Cancellation email only is sent when booking status is completed.
2. Setup admin’s email in Theme Options -> Email Options -> Input administrator email
3. Recheck your mail server. Maybe is has spam email filter, you can install ‘Easy WP SMTP’ plugin to use Gmail SMTP. All of emails will be sent to your inbox.
If it is still not working, i will check for you.