Maybe it would require too much of a change. For example I can imagine implementing the unread comments by just remembering one number per user per article -- the highest seen comment ID in given article. This could save a lot of database space, so I suspect it could be implemented like this.
If this is the case, then please just don't change this value when only selected comments are displayed.
If it's worth saying, but not worth its own post, even in Discussion, it goes here.