Correct, it only sends an email if enabled to moderators when something needs approval.
--> Are there some plans to implement such a feature for CB Gallery?
Yes, have added a feature ticket for this.
forge.joomlapolis.com/issues/7175
--> Do I have a possibility (by help of existing plugins) to implement such a feature? How?
It's possible in a auto action acting on the gallery_onAfterUpdateItem trigger. Example as follows.
Global
Triggers: gallery_onAfterUpdateItem
Type: Email
User: Automatic
Access: Everybody
Conditions
1: [var2_published] Equal To -1
2: [var1_published] Not Equal To [var2_published]