@HeidiOberrieder -
I think it may be something that they changed. When you read a message, there is no need to click on the blue circle - it will go away when you go to the next message. I noticed that it was staying blue when I read the message(I thought it already turned white when I clicked on the message to read it) and that was confusing me(opposite of your problem).
In any case, they have changed something, so now your method results in the following scenario - click on a message to read it. Canvas marks it as having been read, you then click on the button which marks it as unread. Going to the next message shows that the message you just read is unread.
My solution for you to try is don't take the extra step of clicking on the button (everyone knows there are enough clicks going through Canvas already) and just read the message.
Let me know if that solves the issue.