Why some kind of emails can't be receive, some can?

Quite strange.
I’m an admin of one of my discourse instance.

My account can receive emails like forgot_password, signup, mentions, etc.

But when I want to set another user as an admin, Discourse says it has sent the “admin_confirmation_message”

But in my mailgun account, I see other emails can be sent, but this email delivery failed!!

So Why failed?

Check your mailgun logs for an explanation and open a ticket with mailgun.