Here's a way to get around letting Facebook know you've read someone's message:

I'm one of those people who likes the little red notifications showing when I've received a FB message. I don't check FB's messages often, so without that notification, I forget to follow up on FB messages.

My work-around is to have FB send me an email notification whenever someone writes me a message via FB. Then I read that message in my email reader instead of through the FB UI.

I also have all email images turned off for performance and privacy reasons.

It seems to me you could do this too, and avoid having FB inform the sender that you've read their message.