Hi,
If an email is sent to the customer when the order is cancelled automatically, then it can only be a problem with your payment plugin and you must be using one not from us as none of them do that.
In that case, you'll want to check with your payment plugin provider.
Now I can have a look too. Could you go in the menu Customers>Emails history, open the email that you got and provide a screenshot of the details of that email ?
It's likely that the email you got is not the "order status notification" email, but the "payment notification" email which is sent to the administrator when a payment notification is received, be it successful or failed. So you'll receive it, as administrator of the shop, even when the order is cancelled, so that you can check the situation if you want/need.