I believe that was because your cookies would not necessarily update correctly. As soon as you post and are taken to the thread, that counts as reading it, making it no longer new for you. I am fairly certain that is what is going on here.
I do know this - xenforo dropped the ball by not keeping the vbulletin reputation comments as a feature. The loss of the Reputation comments data when we switched to Xenforo really was the death knell for the site when it came to all the users that left. I know I missed it so much and I got way less interested in the site when that feature was gone and I run the site.