That's what I have found.
If I edit right away, it does not get marked as edited.
If I edit it some time later, it does get labeled.
(I have a tendency to notice typos after I post the message, so I've seen this happen quite a few times.)
I can't think of any setting you may be missing.
You can try clicking "mark read" on your alerts list.
Normally, when you miss one alert from a given thread, the system thinks you do not need any more alerts from that thread until you go view the particular post the previous alert went with...