Anandtech sends cookies to your puter, or updates a current cookie, when you view a given thread. If there is a reply since your cookie was updated, the thread icon will indicate so.
If you're on a computer with an old cookie, then there have been replies to many more threads since the date of the cookie, and so the thread icon indicates.
If you clear cookies on your computer then visit the forums, you'll get a new cookie, and most of the threads you've posted in will not show a reply.
Make sense?