In TweetCaster 8.1 we changed how DMs are cleared. The user used to have to scroll the list of DM threads to the top (or make an upward swiping motion in the DM thread list) to clear the list of unread DMs, which didn’t make much sense). Now, to clear the new messages badge you must go into any thread with an unread message (on tablet, each thread is marked with a count of unread messages, while on phone threads with new messages are marked with a dot).
So, you need to make sure you are going into threads marked with a new message indicator, rather than only viewing them from the top level of messages to clear them.