In Vector and MonoBook, the notification badge numbers have highlighting red or blue to indicate unseen notifications, and becomes gray after clicking. In other skins, however, the badge numbers are always grey, regardless of new notifications.
This functionality should exist by default for all skins.
Expected (screenshot from MonoBook):
Anything else (screenshot from Example):
Note that some skins such as Minerva, Nimbus, and others with custom handling may not actually care because they don't use the default badges to begin with, but that's a bit beside the point.