Maybe you were in the site and viewed it in your inbox and then when you went back to your email you saw the notification but had already looked at it in your inbox so it appeared as archived. If you click the archived button it should show the things you already viewed and clicked OK on. The only other thing I could think of is that someone followed you and then unfollowed you. This might cause it to send a notification via email but when they unfollow it might remove that from your inbox on the site.
Mark
It's in your picture. I've highlighted it. Currently you're looking at Pending.