The registrant's email address is made part of the WHOIS directories, whether obfuscated by a privacy service or not. It's publicly accessible information in accordance with § 1.1(a)(i) and (a)(iv) of ICANN's stated Mission.[1]
The DNS provider absolutely can send a notification to the registrant without having to 'go through' (meanining interact with) the registrar. Even a third-party privacy service merely exists as a notification broker. Any notification sent by the DNS provider would simply pass through onto the registrant directly.
So the only way the DNS service can get a notification to the domain owner is if it's forwarded by the registar.