[Reply] Why are my messages not marked as read on Facebook?
Unfortunately, Facebook's API does not currently allow us to change the status of messages, meaning they will not be marked as read within your Facebook Page Inbox (in Facebook itself). This also means that we are not able to modify the badge count (the number of unread messages).
We understand this is disappointing news for some customers and we're keeping a close eye on Facebook's API to see if anything changes there. Hopefully Facebook will open up this option in the future.
Any replies sent to messages through Reply, will be shown within the message thread within Facebook.