That would be correct. When you last visited, those threads had unread messages in that you didn't read. So they appear in the list but below the "Threads below this have not been updated since your last visit but have unread messages" message as they still have unread messages but no further new messages.
It's session-based. If you close your browser or it's been an hour or more since your last activity, thereby ending your session, that will appear, though are some rare cases where it won't, like your session didn't end. I personally mark everything read before going to bed (unless I fall asleep unintentionally beforehand) so I have a fresh batch in the morning.