I believe the problem, that it doesn't clear automatically, is the same that keeps event icons blinking after you've read them.
If the fix that's being worked on for those doesn't work for the forum, let me know and I'll take a look.
Yes, but in that case the whole forum doesn't have any timestamps for your account. Since displaying all new posts would be too much, it shows you that message instead (it used to show the "no cookie" message before the last update).
Try marking one forum as read and clicking the "new posts" again.