Whilst inactive, any messages I receive are flagged with (in my case) blue marks in the message window.

When I set focus to the message window, the marks remain; even if I reply to the contact. However, when I do finally move focus away to a different application/window, the flags are cleared.

What is the purpose of this? Does this have anything to do with the "Jump to [Next|Previous] Mark" scrollbar context menu items? Is there a way to turn this behaviour off?
Thanks in advance.