Sending emails in user migration
Ok found it, the migrate module have a custom Mail Class that blocked all emails send during migration process.

The migrate Mail Class is 


  MigrateMailIgnore


To bypass that migrate mail class you can simply do that :

public function complete($entity, stdClass $row) {

    // some stuff here

    // Bypass migrate MigrateMailIgnore Class
    global $conf;

    $conf['mail_system']['default-system'] = 'MyOwnMailClass';

    // Operation.
    $op = 'register_admin_created';

    // Send an email.
    _user_mail_notify($op, $user);
  }