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If I understand properly. You received a private message. You clicked onto the "envelope" icon to read and all is well; except you still see the "notification" portion.
Click on the notification and you will see....... You, (whomever sent the message) . Click on You or the name of the sender. This will move to another area regarding messages........but, at this point; just click back onto "discussions". The notice should now be gone.
Just a little blip in the software from wayback and a little confusing.
Overall, when you receive a message, you have the "numerical" indication at the "envelope" as well as the "notification" icons.
Let us know if this works properly.