On a brand new notification you get the badge (or the glow, or whatever you have that set as). As soon as you click a button with the badge, on the next page load the badge goes away.
So if the My Stuff button shows the badge, you know there's something brand new there. As soon as you click on the My Stuff badge, on the next page load the badge will be gone.
Inside the My Stuff menu, similar logic applies. If you click open the My Stuff menu and there are brand new items in Subscriptions, Inbox, or Posts, those buttons will display the badge, like this:
The difference is that if you leave the menu without visiting those pages, the next time you open the menu again (after a page load) those buttons should be solid yellow instead of displaying the badge. This is to indicate that there is still something at that page which you haven't read yet, but it's no longer brand new.
Here's what it looks like after I clicked on the Subscriptions button from the example above, went to the Subscriptions page, then opened the My Stuff menu again:
You can see that the Subscriptions button has cleared, but the Posts button is now solid yellow to remind me that I haven't looked there yet.
We did it this way so you could easily tell the difference between a brand new notification, and an older notification that you just hadn't looked at yet. Otherwise (especially with the default glow setting) the buttons would just be glowing all the time and it would be confusing.
Anyway.... if you're not sure, perhaps you could keep an eye out for this happening again and let me know if/when you can confirm that something definitely seems to be amiss.