From one of my users:
often i have like 20 unread notifications and most of them don't require me to actually visit the page. i can mark all as read but that's a bit blunt. it'd be nice if there was a shortcut such as right clicking or if there was a button that meant "dismiss".
I find this annoying as well. I often follow the notification link to dismiss it and then go right back to previous page to continue what I was working on.