I know this is just gasoline on the flames, but...
It's not a bug. It's just the way things work. Show me a competing services that handles it better. Or a competing service that has the extra feature you'd like added for free.
Edit: Matt's saying it's a bug doesn't make it one. I'm the programmer. The whole marked/not-marked/read/not-read thing is very hard even for the programmer to get his head around, so what appears to be a bug to others in this case is simply a less-then-perfect compromise to deal with a very minor aspect of the interface.
If Matt sees something that doesn't tickle everyone pink, he reports it to me to consider an alternative that does tickle everyone. One person not liking the way the software works is a bug in his mind, and I wouldn't have it any other way.
But, this "bug" is akin to the bug Word has that'll let you close a document without saving it. I'm sure some people find it inconvenient that it asks them if they want to save it ("Hell, yes! I typed it, didn't I?"), and almost painful that it wants them to choose a filename. But it's not a bug. It's just not everything to everyone.