Iphone Push Email doesn't update unless I load the email app

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I've seen familiar situations but none asking this specific question.

Here's my setup.

I just got a mobileme account. I setup my push mail on my iphone to my mobileme email address just like I'm supposed to. I get emails sent to that address on my iPhone just fine.

The only problem is, when I look at my homescreen, the red number on the email icon doesn't update. I have to load the email app to see if I got a new email, even with push.

Is this normal?