Yes, and that should be your choice, not the system's choice. If you decide that some notifications are important enough to be displayed, then you should see them.

Sometimes, a person doesn't want any notifications at all—for example, when they're working and "in the zone," or watching a movie, or playing a game.

Sometimes, you want to be notified about pretty much everything.

The decision about when to be notified or not, and what's important vs. unimportant, should be your decision, not your computer's.