There's not enough information here to confirm an issue, as we can't review your notification settings or see a screenshot showing what the icons look like. Opacity is used to indicate if there are new notifications and you may just not be aware. #2521 deals with making it more obvious.

"don't seem to have an option to delete them" - neither does Facebook when I just checked. I think it is normal practice to have read/not-read on individual notifications, not a deletion feature.