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That's not exactly a bug per se - the alert would have been given before you saw it. The system doesn't really have any concept of marking alerts as read without you viewing the alerts. (Even FB is the same, based on my experience.)

What Chris brought up is an edge case where you could get an alert for a thread you've already seen, though one could argue that you should still get the alert as it was deemed to be relevant to a forum you watch (maybe it wasn't when you saw it?).