I think I found out more on this problem.
Usually I go to the top-level forum link, http://arduino.cc/forum
and then I click on "unread posts."
Apparently when I go to the top level forum link, it resets my time-of-last-visit to now, then when I click on the unread posts link, it shows me the new posts since a few seconds ago (which are usually none).
As a test, I bookmarked the unread posts link, http://arduino.cc/forum/index.php?action=unread
When I waited an hour (with no forum window open), then went to my bookmark and went right to the link above, it showed me what I would expect.
Other forums don't seem to have this limitation - maybe there is a delay of a certain time before the "last visited" time is reset.
In any case, I will visit the "unread" posts via the direct bookmark.