Hi,
Most of this centres on what "Sync" means in the context of iMessages.
In this case it means "Display on all devices".
It does not mean "update the individual message with whatever I do with it elsewhere"
i.e. if you delete it on your phone it is still available to Save on the Mac which has more storage space.
The iOS device version and the Mac Version are in fact two different but compatible Apps.
There may be some differences around some things like the "Read" or Delivered" indicators.
As syncing on the Mac can be some hours after the iPhone has been iMessaging (say you use your Mac at home and messages at work on the iPhone) then the syncing can take time when waking from Sleep or turning the computer On. (it can run like a speeded up conversation)
This tends to exclude all meaning from Read/Unread and Delivered indicators.
You are not missing anything and unfortunately until Apple speed up the Sync process in general nothing can be done.
9:35 PM Tuesday; November 6, 2012
Please, if posting Logs, do not post any Log info after the line "Binary Images for iChat"
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.2)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously