Seems to be happening only in betalabs.
- Enable 'Enhanced notifcations' for a user(on the screenshots it's user ET70) on cawiki and enwiki.
- Post an entry to a user on its User talk page on enwiki.
- Log in as the user in cawiki and see that ET70 received 1 Alert.
- Click to open Alerts:
- Click on X to mark the Alert as read - the alerts disappear. They will return after the page is refreshed.