Luis, I think you had it right the first time...
It was the file named "com.apple.SoftwareUpdate.plist" that I deleted, and after re-start, a new one got created. This worked for me, albeit with a slightly delayed reaction (kee nethery above reported this as well).
FWIW, I don't see a file named "com.apple.preferences.softwareupdate.plist" I see a "com.apple.preferences.accounts.plist" and a "com.apple.preferences.sharing.plist" but I didn't touch either one of them.
Also, not sure if this made a difference, but before I re-started, I turned off (unchecked) "Automatically keep my Mac up to date". Now however, it is back on (checked), but I didn't do this. It still works though, red dot is still gone, so I'll keep it the way it is.