Going to be kind of hard to say anything intelligent about this with the information we have here - many scenarios could be at play. One common one I run into is that clients will have rules moving messages out of the inbox into folders (see this with Exchange quite often) - Unity gets triggered that there's a message and lights the lamp but the conversation has access to the inbox only, not folders created on the server or, of course, the client machine and if the message is moved it has no access to it. Lots of other scenarios are possible as well such as the lamp on code coming from another mailbox, anti virus software getting in the way etc... etc...

Starting with a message activity report for the user in question would probably be a good start.