Question on iCloud mail/iPhone

Hey everyone. I just started using my iCloud email as my primary email address, moving away from Gmail. I'm having a problem with it on my iPhone though. If I read a email message on the Mail app on my Mac, the badge on the mail app on my iPhone still will show a 1 or whatever email number I have. When I used Gmail, if I read an email on my Mac it would remove the badge on the iPhone mail app.

Do I have a setting wrong on my iPhone or iCloud that this is doing this???

Thanks.