I'm not sure if this is a bug. My Hunter is my least played character. Sort of skipped a bunch of mission stuff but do a lot of "end game" with him. Could be the reason. Not sure if this is a known thing: Always have a waypoint indicator from both the Director and while inside the Tower. If I have actual missed loot, it will be there. But even when the mail is empty, the waypoint is constantly up. Doesn't happen at all on my Titan (main) or Warlock (alt). Doesn't bother me too much. Has been going on a good month or two. At least. Just finally decided to ask.
To be precise on your Hunter , the New Monarchy ship "Armor of Vows" is causing this notification. Please equip another ship and it will go away. Bungie is aware of this issue and investigating