What I've noticed is that it seems to happen if a text comes in when I'm in the messaging screen, sometimes the numbers won't disappear after I have read the text. The numbers do NOT appear on the main screen icon, but when you hit the messages icon and go into the screen, the numbers are there even though you already read all texts.
Here's where it goes away: when you receive another text from the same person and read that text. Next time it does it, text something back to the last person to text you and try to make them text you again.
In other words, it seems that sometimes the number doesn't get "reset to zero new" after you read a text, but next time another text comes in, the number is supposed to be there, then you read the new message and this time the "reset" to turn off the number works.
I didn't make much sense, I'm sure, but that's my $.02