That's the "Ghost notification" thing that's been going on since that major upgrade to the forum back in June. I don't know if it's a feature or a glitch, but basically if you have any unread notifications but you've already clicked on the bell icon without clicking on all of the notifications you'll see that notification appear as the page is loading.i am getting notifications, it's just that the little red number signaling any/how many new notifications are there disappears in a split second (guess when the page fully loads?). sometimes i stop getting notifications from random threads, but this is something else and new to me.
There are two ways to remove it. Click on the bell icon and select "Mark read" or switch to the 2020 Pride ZV Theme and it'll resolve the issue completely.