What is the SDM version and patch level you are using? I don't see a notification rule on my r17.1 install either as you can see from the below screen.
However I don't think this should be a stumbling block per se. You can create your own notification template and rule.
And if you update same and set the "Object Type" to Contact you will see the relevant OOTB Notification Rule for this.
Hope this addresses your query?
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Kind Regards,
Brian