Mine is not going away even after responding, does clear momentarily when new is received though. The waking issue is most likely due to pocketshield. I have noticed in the past there are some things that don't jive with it perfectly. Thanks for trying to figure this out.

Edit: Did just notice that the notification does clear itself after a soft reset so there is just something tat is causing the phone not to recognize the msg has been read. With this problem happened in the past, opening the default wm messaging app would clear the icon but that method doesn't seem to work either.