The admin ‘postbag’ has never been about reading posts but simply ensuring that an admin ‘processes’ each post. Just reading it in this way does not remove it. It never has and is not planned to. This is why the drop down list when you use it from the admin bar has the buttons to actually mark is as read, close it, go to it etc.
It might make a good extension perhaps for the future that if we detect an admin reading a post that is in the postbag we offer the option to mark it as reed at that point. Might be worth considering…
Personally – as an admin on this forum – I read all the posts using the admin bar view first and then decide how to handle each one individually.