It has to do with Page caching. When you log into the system sometimes, you are still within the time limit for the page cache which was when you did not have the Flashing Envelope on the menu. So the system (based on the rules of page caching) shows you the same cached information even though you do indeed have new messages. There are some settings in your browser that can help with this. There is an option about page caching in every browser and you want the setting to be on something like "Refresh page everytime I visit it" ... This will make sure the browser ignores the page caching (locally) and pulls the available data from the server. There is also some caching done on the server itself but unless this is a problem for a large number of users, I would first figure it is a local problem with your browsers settings and page caching.
I hope this helps, if you provide the Browser type and version number, I should be able to point you to exactly where the setting is located.