Current situation:
Is it possible that the notification will be marked as unread, without opening the notification panel? I mean I saw the ping at my watchlist, and know from which place I was pinged, so I don't have to open the notification panel. Maybe as optional setting?
We discussed this possibility in some detail, whilst working on these tasks:
The main problem is that the editor may not have seen the section in which they were pinged (e.g. if they got pinged in a very long page), if they opened that page for an unrelated reason.
Hence it was thought best to keep the "unread" status, until the editor marks it as "read" in the usual ways. (There are currently some inconsistencies with how this works, due to the Alert flyout marking local Alerts as "read" as soon as we open the flyout, but that should be changed soon.)
I'll close this task, but welcome your thoughts at the aforementioned tasks. HTH. :)