I've got a message that's doing this too. I can see that Claire has replied to a message of mine, but when I load the message I don't see her response. In my case we've had a few messages prior so I don't see the "no replies" that Ann does, but simply the last message that I sent before her reply. Her reply was sent 4 days ago, perhaps related to the upgrade but perhaps not. Also, even after I click the message it shows that I haven't read her response (which is true, but normally loading a page with unread responses causes the flag to go away).
Using Windows 8.1. Tried on both Firefox (37.0.1) and IE11 (11.0.9600.17690), same results.