Once you've clicked on 'New Posts' you will have an option 'Recent Posts' on the right hand side - that will show all the new ones, including the ones you've already read.
Its the same as the old forum, I assume the logic is if you just created it, then its not new to you, but it is to everyone else! and as Paul S says above it will show up to yourself in recent post's, as well as everyone else of course
Also the same thing when you reply to an existing thread/post, it doesnt show up in new posts either, to you, but it is there for everyone else.