Sometimes eBay's notification badges don't disappear immediately. It sometimes happens to me if I add something to my cart and then remove it. It will still show (#) besides the cart icon even though nothing is in there.
I don't personally pay much attention to it and it seems to go away eventually, so I can't say for sure what makes it go away. Maybe try logging out and back in again, and if that doesn't work clear your internet browser's cache and cookies. If that doesn't work, perhaps someone else here knows a certain solution.
