Hello there, @mcchauvi ...
I see what you mean...as I've been able to replicate much of what you describe in my own sandbox course and the Inbox. But, I think I have some good news for you. Let me back up just a bit, though, to tell you what I tested in my own sandbox Canvas environment...in which I had three unread messages.
- When I click on any of the three messages to read them, the filled in circle (mine is orange) does not go away.
- With the message still selected on the left side of the Inbox, I can click on the orange circle to mark it as read. I then navigated away from the Inbox (clicking on the Dashboard, for example) and then saw that the indicator on the Inbox said I still had three unread messages. I clicked on my Inbox, and sure enough...the orange circle was filled in again after I had already read the message.
- Next, in the Inbox, I tried first clicking on the orange circle on one of the messages *before* selecting the message to mark it as read. Then, I clicked on the message to read it. I navigated away from the Inbox back to the Dashboard. This time, the number indicator on the Inbox icon said I had two unread messages. When I clicked on the Inbox again, I saw only two unread messages...just as I had expected.
So, for now, if you were to use the process I tried in my third bullet point, you might have some better success. But...I think I have some even better news for you. I am curious to know if you follow any of the Canvas Release Notes or the Canvas Deploy Notes here in the Community. Here is a link to the entire archive for Release/Deploy Notes: Canvas Release Archive - Instructure Community (canvaslms.com). As you can see, in some of the most recent Release/Deploy Notes, there have been some improvements made to the Inbox. In addition, I am not sure if you are familiar with the "beta" environment that Canvas has. If your school has a paid Canvas environment (not a Free For Teachers environment), then you should have access to a "beta" environment.
When you go to your "beta" environment, try testing out messages in your Canvas environment. In my own testing (again, with those three unread messages), I was able to click on any of the three messages (not the orange circle) in my Inbox, and the orange circle changed to the orange outline ... making it a read message. I then navigated away from the Inbox and returned back to the Inbox, and those messages remained as read...which is what I wanted.
So, I think if you can hold on for about ten more days (October 15th is the date of the next Canvas Release), I *think* this will be fixed for you and for everyone else.
Apologies for the long explanation, but I hope this helps to answer your question. Sing out if you have any other questions about this. Oh, and be sure to log out of "beta" before returning to your main Canvas "production" environment (this is the environment you are used to logging into on a daily basis). How do I log out of Canvas as an instructor?