Great. That’s the way it’s working on the other sites I use (one run by the company that develops the software). Once you click the blue dot, it goes away since once you click it thinks that you’ve been notified.
The way I like to get to unread is the keyboard shortcut “gu”, and “gn” to see the new topics. (You can type ? to see the list of shortcuts)–apologies if you knew that already.
A pretty big change in how notifications are displayed will be arriving with the next update. It makes it easier to see all of the different kinds of notifications.