The same issue is happening to me. I’ve already upgraded to iOS 15.0.1 and there’s no difference. Some mail messages are being marked as read without being opened. It’s usually the first unread email at the top of my “unread” mailbox. It just happens when I open the mail app, nothing notification related. (I understand that tapping a Mail notification takes me into the message, thus being marked as opened. This is NOT the case here.)
This is quite annoying as it’s causing me to miss important work related emails which is not something acceptable to me. Especially since I manually mark as unread again, and then it marks itself as read again later when I get back into the app.
The mail account it’s happening to is a Microsoft work account that was set up to sync mail, calendar, etc.