Just noticed (after a couple of new messages arrived) that having used the up/down arrow to jump from one new message to the other, and then clicking on 'Threads I'm on' the Inbox 'new mail' symbol was still showing.
I had viewed both new messages, and replied to one of them, and feel the 'new message' flag ought to reset even if you don't click on the link to the message from the list of messages.
Some minor tweak, I hope, for 2011 ... (non urgent, honest, Techpeeps, I feel sure there will be greater problems to handle over Christmas and New Year !)