I think this is a part of the same problem as the inability to see new posts once you enter the folder. I think what’s happening is that the moment we log in, it somehow marks all new posts as read, as though we’ve logged out and then logged back in once we click on something else. If that makes any sense at all.
That being said, the same thing’s been happening to me when I’ve tried to get around the lack of new posts being marked in folders thing by trying the “Show me new posts since last visit” link.