Same thing is happening to me. On the app it leads you to believe that Etsy has not recognized that you have indeed replied to the message, so it is very confusing and upsetting. Especially since it COULD effect your star seller status and Etsy states all over the place that they cannot at will not make changes to ensure your star seller status is correct. So, I think Etsy needs to definitely look into this issue with seriousness.
I had this but also a blue banner saying this from Etsy...
From a buyer account - (should say *buyer's) This is the first message this person has sent you. Keep in mind, real messages from Etsy will have a "From Etsy" badge.
My problem is that the blue message doesn't go away after I have replied to the customer. That can effect my Star Seller status. Etsy got back to me with a survey asking me how well they worked out the problem. So I responsed again with additional photos of the comments and waiting to hear one more time. It's sort of a big black hole.
I'm having the same issue with nearly every message. I checked the star seller stats for MTD and it shows "on track" with 100% replies on time. It is irritating, though.
