Notifications are kinda of like text messages sent from a computer. Depending on where you receive them or how you act upon recieving them they can remain mark as unread. Such as seeing a text message or notification from your phones locked screen. Even though you've read it, unless you've clicked on it or have done another action to tell the device that you've read it, it will remain marked as unread. As for the comment, if this was a realitively recent comment the site may not have properly updated. Otherwise they could have just deleted it. If they did delete it however it would not 'fix' the notifications. Once the notification is sent when the comment was made it's a done deal. The computer is not constantly checking to make sure that you ether check the comment or check if the comment was removed. So that could lead to some confusion to receiving a notification to a comment that doesn't exist. You were simply told a comment was made, not that it was made then removed.
Hope this help answer your question!