@KatrienDeMeester: Unless there is a new glitch, based on the numerous threads about this (and personal experience), the new message banner not going away appears to be only a user interface glitch which is not affecting any stats such as Star Seller.
There have, however, been reports about other Message issues that are impacting a shop negatively. Does the new thread show your reply? There have been reports of the reply to a Message answered through the app disappearing.
What does the applicable CSV file on your Star Seller page say? Keep in mind that usually a new incoming thread is not included until after the 24 hour reply window has passed regardless of when you replied and that Star Seller stats (and the CSV file) seem to be updated only once per day so there may be an additional day's delay.
