My adium menu bar icon displays that little speech bubble on top of the online icon whenever i have an unread message as opposed to the unread message icon.
The bubbles that show up are all from your status icon sets. That being said, it appears to me that the correct icon shows up over here. They are pretty small, it may just be your icon set and you may just be having trouble issues seeing it over the black Menu Duck.
v1 makes it so that a bubble (or whatever your status icon set has as the 'new message' picture) appears on the menu item rather then doing what the item is supposed to do/did do in v.87. Sadly, there's nothing to be done, we all just have to deal with it.
In 1.1, xtras authors will have more freedom with what they can do for icons. For now, though, there's no "received message" icon for the menu bar any longer.