Facebook Messages still show as 'unread'

We've become aware that when we log in to our business Facebook account directly, all of our customer message threads appear as 'unread' when in fact we have replied to all of them via the Zendesk Support integration. This is a problem as Facebook does not register this as a response and so our 'Response Rate' statistics on Facebook look terrible.

When we reply via our Instagrammer app to instagram messages however, this marks the customer's message as 'read' when you log in directly on the app. Is there a way Zendesk can fix this?