To try to clear things up and to better fix bugs in the system. There is a difference between "unread" and "new". New conversations will be un-newed when you read the inbox that contains the new conversation.
All conversations are marked as unread by default until you click them. If someone replies to a conversation, that conversation will be marked as unread and flagged as new.
Sylph.Budoukiba said:
... but if I have one in my inbox unread, it won't tell me I have a new one...
If by 'unread' you meant 'new', then that is a known bug I am working on. If you meant unread, then it doesn't mean it will be marked as new.