For some reason the notification bell icon is only appearing after I check my inbox and see the message. Then I hit the bell and it tells me there's nothing new because I already read it. If it's working for you maybe it'll just sort itself out. I'm using the Connect app, by the way.
Mhh might be a Connect problem, never tried it. I'm using Jebora, Liftoff or wefwef at the moment.