I'm pretty sure that each client install keeps track of which DMs you've seen.
If I open Amethyst on my other device I see unread DMs but my main device has none. I just go Mark all read & I'm all caught up.
Discussion
Good idea. Maybe the tracking got indeed lost. It just feels weird, because a few days ago, bith clients flagged a new DM, and neither showed any. I guess my OCD keeps me searching for a lost DM because it might be important 🤷♂️
It could be a bug. It could be a DM from someone you've muted & is hidden from you, but it is still showing the notification. Who knows? 🤷
Mark all as read will usually clear the notification