Personally, I don't want to see them at all unless I specifically select to see them. The game is already telling me in a couple places that I have them, so I'm not likely to forget them. But that doesn't mean I want them to keep being pushed at me.
However, if that can't be done, then I suppose only getting them on Play when you have no new messages would be an acceptable alternative, but still annoying.
Makes me wonder how many other ways people use marked messages, and how they expect them to behave...
