Looks to me, like that notification already is dismissed. It’s not highlighted with a different color and there is no dismiss button on the bottom of the list?
The list showing in your screenshot never is empty for me (and never was on the old forum either).
Dismissing notifications only removes the highlights (and clears the ‘unread notifications’ count). It does not delete them. Clicking on the notification will not delete it either. This is basic Discourse behaviour, as the entries in the user menu/notifications section of your profile are also a running history.