Enterprise Vault Mailbox policy is configured to Archive unread items.

This behavior is by design, and this setting can be configured through the Enterprise Vault Mailbox policy > Archiving Actions tab > Archive unread items:



Select this option to make Enterprise Vault archive items even though they have not yet been read. Clear this to make Enterprise Vault leave unread items alone.

When an unread item is archived, Enterprise Vault preserves the unread/read property status in the archive. Once the item is restored, it will be restored with the same unread/read status when it was archived. If you make Enterprise Vault archive unread items, then users cannot read them without first retrieving them from the archive. If you choose to do this, consider selecting also Create shortcut to archived item after archiving. This gives users a quick link to all archived messages.