The likely answer to this is that your contacts are copies and the originals have not been read.  You also have one-way relationships which are replacing the modified copies with originals every time they are changed.  Because the originals are unread, when the copies are generated they also have the same "unread" field.

The best answer is to find your originals and mark them all as read.  You can do this in Outlook from an account that has the appropriate permissions over the source folder.

You may also right-click the destination folder in Outlook, select Properties and use the selection which only shows the total number of items in the folder rather than the unread number.

As a last resort, you could change your relationship settings to be two-way, where the items in the destination could then be marked read (as you have been doing), but now that change would propagate back to the source folder, fixing the items there as well.  This very likely doesn't fit your requirements as to why you set them up as one-way relationships in the first place, however, so it isn't the recommended solution.  If you were to do this, you might do it temporarily to fix the items (if you didn't have easy access to change the source folder directly, for example) and then set the relationship back to one-way, or you might only choose to do it for your relationship but not others, since you can be trusted in an administrative capacity and won't mess up the source items like a user might.