Mark PM as unread

Am I missing how to do this? It would be helpful to have an option to mark a PM as unread. I just forwarded a message to myself so it would appear new.

A search returned nothing.

Select the check box next to the message.
Below the list of messages there is a dropdown labeled “Selected Messages:”, where you’ll find the option to mark a PM unread

Thank you. I don’t make it to the bottom of the page much.