Yes, I noticed the same thing and wrote about it here:
http://forum.ppcgeeks.com/showpost.p...26&postcount=7
You have to actually select the message to mark it as read. I think it's a bug in the version of WM6.1 they are using. I noticed it on most of Mighty's ROM's too, although at least in the builds he used the message would be marked read if you closed it and highlighted a different thread.