I have since found out that you need to update to Thunderbird version 115.5.2 and it will fix the problem, I have personally verified that this fix works on my own system and the parent folders are now turning blue again after a message hits the sub-...
I am having the same problem with Thunderbird ever since it was updated from 102 to 115.5.0 where the parent folder's message number does not turn blue when something has arrived in one of the sub-folders.I was talking to someone on the Reddit suppor...