@Robert R Thanks for posting in our Q&A.
Honestly, I didn't find any helpful information via intune. However, someone has provided a thinking that maybe the launcher was "reading" the sms before I was, and it was taking the badge off immediately thinking I read it. For more details, please refer to the following link:
If this issue still exists, it is suggested to create an online support ticket to get more help. Here is the support link:
https://learn.microsoft.com/en-us/mem/get-support
Thanks for your understanding and hope everything goes well with you.
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