I've experienced that on my volunteer account on fr.wp.
- Filters are enabled on my Watchlist.
- I'm clicking regularly on "View newest changes" link
- When a open one of the updates on a new tab, I see on that new tab a pair of notifications (one red alert, one blue notification)
- I visit the alert and the badge goes away. I don't visit the notification (blue)
- I close the tab and go back to my watchlist
- I click on "View newest changes" link
Expectation: the blue badge appears at some point
Reality: I'm still waiting for it to be updated
Maybe @Etonkovidova you should have a look at it. I see it as a blocking point for T181193: [EPIC] Graduate the New Filters UX on Watchlist out of beta on all wikis.