seanfromllanelli:
1) Read all your text messages. You will have none unread.
2) Go to your messages app list view.
3) Go back to your home screen. Confirm you have no unread messages.
4) Have someone send you a text message.
5) You'll see a 1 on your Messages complication. When you tap on the messages complication, it will open the unread message, and not your messages app list view.
Messages you do not want to read yet are read and marked as unread. Successful resolution of this issue would not open the message, but rather the messages list view. This is how iOS behaves.
Here are screenshots I took when testing this process.
STEP 1 and 2 - all messages read, messages app in list view

STEP 3 - Confirm all messages read, and on home screen

STEP 4 - Receive text message, complication includes a 1 / notification

STEP 5 - Tap the complication, and it opens the message, and not the messages list view you last left the messages app in.

Messages you do not want to read yet are read and marked as unread. Successful resolution of this issue would not open the message, but rather the messages list view. This is how iOS behaves, as of the writing of this message - which I just verified with a similar test process.