I finally got around to adding nice "and if you'd like to see your newly-created report, go to the URL: BLAH" links into my notification emails... a tiny nice-to-have that wasn't high on the priority list.
Suddenly my unit tests started spewing errors of the form:
ActionView::TemplateError: Missing host to link to! Please provide :host parameter or set default_url_options[:host]
The doco on default_url_options says you can add the "host" param on ActionController::Base, but no amount of monkey-patching in config/environment.rb seemed to do the trick.
Googling found a link talking about re-writing your URLs and it mentioned the problem is mainly seen in unit testing, and gave a couple of lines for a fix (as below)... but didn't say where to put them.
include ActionController::UrlWriter default_url_options[:host] = 'localhost'
Experimentation showed that if you put them in your Notifer model (eg user_notifier.rb) they work just fine. Otherwise it just doesn't get into ActionMailer. :P