My emails show as read before I’ve read them!

I have noticed that I am "missing" emails coming in, i.e., the emails themselves are not missing but I am not spotting them coming in. This happens particularily when I close the cover of my Macbook Air (for a few hours).....it goes into Sleep mode, and when I come back and open my email programme.....new messages have arrived but they look "read" not unread, as compared to when I am just sitting here using my computer, a new message will arrive and remain "bolded" until I read it. 

I don't think this has anything to do with the Preferences....Reading...mark mail as read after ___ seconds because presumably when my cover is closed, the laptop is not "reading" the mail.

Does anyone have any ideas why, when my mail downloads from the server when my laptop is closed, the incoming mails all show as read even when I haven't read them yet? (they are no longer bolded which means I am not noticing some of my new email.

Thanks!