A Google AdSense Help thread has some AdSense publishers acting concerned over noticing a message indicator showing one unread message but when they click through, there are no messages waiting for them.
One publisher wrote:
Some are very concerned, which boggles me since those messages are rarely important.
I personally do not see the issue and my messages read as zero but who knows how many are affected. There are a handful of reports about this.
Forum discussion at Google AdSense Help.