I've had this issue since february, the events icon will show that I have unviewed triumphs to look at but after opening the menu I see there are no new triumphs to obtain. It keeps me up at night.
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This is a known issue. There is nothing you can do on your end. It’s related to Crimson Days which you cant see in your Triumphs if you didn’t claim the Triumph back in Feb. all you can do is ignore it until Bungie patches it.