I have the same issue occasionally. Mine usually occurs in the bb messenger when I get two or more separate messages before I can respond. For some reason, it doesn't recognize that you've acknowledged the multiple messages.
Meh! Just a bug, usually happens to me if I have BBM open as well and I close one convo when another is coming in..light will stick, either pull battery...or just wait till another message comes in and check it, in most cases it will go away then.
I have this happen with BBM. It was happening under 4.2, still happens under 4.5 beta. I find it happens if I'm busy typing when new messages are coming in, it's like it gets confused if too much is going on.
Sending yourself a message is probably one of the faster ways, I've found if I do a quick power off/on by holding the red button for a few seconds, it goes away. Also doesn't take as long as a battery pull.