You are logging in to an Exchange Online licensed mailbox from multiple endpoints, including Exchange Online Active Sync mobile clients. In some cases, when a user sets an email message as Read, the read status is not reflected/synced over to all other mailbox endpoints (Outlook client, OWA or Active Sync).
This is a known software bug in Exchange Online, as per https://docs.microsoft.com/en-us/exchange/troubleshoot/user-and-shared-mailboxes/email-message-read-status-not-update. The bug will be permanently fixed in an coming Exchange Online software release. You can either follow step by step instructions in the above article to provide a temporary workaround to the issue or you can try converting your licensed mailbox into a shared mailbox. Shared mailbox end-user usage instructions can be found at: https://support.microsoft.com/en-us/office/open-and-use-a-shared-mailbox-in-outlook-d94a8e9e-21f1-4240-808b-de9c9c088afd?wt.mc_id=365admincsh&ui=en-us&rs=en-us&ad=us.