I logged in as a user but don't see where they have options (in the new experience, at least) to change their own email notification preferences. Do they?
As an Admin, if you're going into Setup and adjusting email notifications there, yes those are global. But you're making them available to users, users can still adjust their individual preferences to turn any of those notifications off.
In the New Experience, when you go to your own profile (or login as a user and go to their profile), the 3 dots to the right of the user name - click Edit there and you can jump down to the notifications that user can turn off.
Enter your E-mail address. We'll send you an e-mail with instructions to reset your password.