I noticed that if I read all posts in a new thread in a row, then return to the subject list, the icon will turn yellow as it should.
(This only works the first time through the thread). Then if I go back to the thread and return to the subject list, the icon will then be red. You can mark all posts a read, using the link, and all the icons will turn yellow as they should, but then returning to the thread and back to the subject list will turn the icon back to red again.

Hope that might help.

Jon