This is a problem I have noticed on Wikipedia since about 2-3 weeks ago.
When I have a new message on my talk page, I see a red number in the Echo notification area as well as a yellow reminder. When I open the Echo notification list and click on the item about my new message I will be directed to my talk page. The Echo notification number changes to zero (as desired) but the yellow message does not go away (not desired). See screenshot from Fa WP.
If I got to any other page, that yellow message is gone. It is only on the first visit to my User Talk page that it remains there.