It seems to come when there are alerts. It doesn't go away if you have alerts that you didn't click on. Like there was one blog entry alert I got, but only until I opened the blog link did it go away.
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Jiehfeng
Nikokaro
I clicked on all of them: more than twenty alerts: 2 remained, but only in the top left corner. On the bell on the right there are none.
Jiehfeng
It's possible you missed one either in the list or something older, I noticed even though the bell icon on the right has no number, the left will still have it if there's something unread.