I’ve had a think about this and nothing immediately springs to mind. 
For debugging, I think I’d have to start with a broad brush.
- Double-check just to be sure it isn’t in the email logs (sent and skipped)
- Does it work in safe mode?
- When you click the ‘grant admin’ button do any errors show up in the browser console?
- Is there anything popping up in
yoursite/logs? - Does it work for another admin?
With two reports it may be possible to compare yours and @dfremont’s configuration/setup to see if you have anything in common. Any non-official plugins (or plugins in general), anything particularly distinctive about your site settings, etc?