I haven't experienced that problem yet. When did it start for you? Can you give some browser info?
Continuity
well I use google chrome and it started one day when I messaged a friend of mine when I had a really bad net connection
yup you view the message but dont respond, it wont go away
It does if you click on the space where you write... then it doesn't matter if you respond or not (I think, better check it out though)
I'm pretty sure it's already been posted here but still,
the new chat feature's notification for a new chat won't go away even after repeatedly reading the same message