There is the option for "decisions" in the notifications section which is specific to each individual user which will send that user a notification every time anyone on the proofing workflow makes a decision, and it also tells you if they made any comments so you can know whether to go look. What you miss out is if there is any subsequent comments or back and forth within the proof after you get the notification.
You can set the defaults person by person in Proof User Setup and the person sharing the proof has the ability to change that each time as well. The only way to change the setting on a proof is via Workfront / Proof Details - you can't do it from within the Proof itself. (If you can, please someone tell me how!!)