@kasey and @ProfessorBeyrer -
Yes the strange issue started about 2 months ago or so. As @Chris_Hofer mentioned, the other post has the answer/explanation you want.
For some reason the blue dot (or whatever color dot) indicating the message has not been read does not go away when you click on the message - that is it stays visible-unfortunately that is a misleading visual clue. The status of the message has been changed to read, it is just that the visual clue is not corrected when you open the message. It used to go away when clicked on the message to read it. So now people see the blue dot and click on it to make it go away in the view they see. What actually happens when the dot is clicked it is uncolored, but it also toggles the status from read to unread. So when the inbox is reloaded it looks like the message was not read.
The best solution is to just read the messages and ignore the status indicator. The only problem with that method is that if you read it, respond and want to mark it as unread so that you can come back to it.
ron