Did you happen to have moved or merge any messages right before that?
I feel like that was a common factor in the 2 or 3 times it has happened to me, but I don't have enough data to feel confident that it was a factor.
EDIT: Going back and reviewing the thread you highlighted, it seems that you were the one who moved that to its own thread, which would support my theory that moving threads is a factor in it. Did you notice if other threads that you had read after making that moved were also not getting marked as having been read?
That is what seemed to be happening to me. But then after some period of time passed, (not sure how long, but long enough to notice) they would get marked as read.
