I noticed this when Scoop was moved to the new format, but personal messaging doesn't show a number like it used to when people send you a personal message.
One way you can get a notification on personal messages is to have pop up sent to you when you go to Scoop. To activate this notification, go to "My Messages" on the ribbon just below your user name.
From that menu go to "Read Your Messages."
Right above your mailbox, you will see "Preferences." Go to "Change Settings."
Then click on the box next to "Show a popup when I receive new messages"
