When viewing a messages popup with a mix of local and foreign notifications, clicking "Mark all as read" marks the local notifications as read, but doesn't mark the foreign notifications as read. I don't just mean T121930: Cross-wiki mark as read doesn't work, because they're not even marked as read visually.
I remember having a discussion about this at some point, so perhaps this is intentional?
I also noticed that the "Mark all as read" button doesn't even appear if you have only foreign notifications and no local ones.