Question about Mail App badge

I recently switched to iPhone from Windows Phone 7. I'm really enjoying the iPhone over all, but miss one feature from my previous OS. When the Windows Phone email client showed I had new messages (via a number in the upper right corner of the icon), I could open the client and see what messages were there and either read them or not. Either way, when I closed the client, the icon no longer showed new messages. This way the number would only show the number of messages that arrived since I last skimmed over my mail. Then, when I would get home or to work and open my desktop mail client, I could still see which messages had been read and which I still needed to read as I had time. So far in the iPhone Mail app, I can see the badge that gives the number of new messages, but that number only changes in response to the number of messages that I've actually read. I can mark all messages as read, but then wouldn't know which had actually been read when I return to my desktop mail client. Is there a way to make the badge behave as it does in Windows Phone, or is this something to which I simply must become accustomed? Thank you.