I have recently bought a 8700 from ebay, and I don't get the red star on the mailbox when I receive an email or text. My parents get this on their 83xx blackberries.
I believe it may be your OS on your 8700. When I upgraded my 8700's OS to 4.2 a while back, it added the little red star icon on the message envelope when new mail comes in (like the Pearl and Curve models).