They don't happen for nothing, if you see an orange icon that means YOU DO have a notification
It's just that when you check the list of notifications, it doesn't show the duplicate ones, like if someone replies to a wall post, then replies again later, it only counts as one list item
If you're really curious about it (they are for sure NOT just nothing), then you can check out the latest few items in your notifications list and see what's new there
It's most likely you posted on someone's wall, then someone replied to it
EDIT: Also, sometimes actions can trigger more than one notification... If someone comments on your status update, it counts as "someone commented on your wall post" AND "someone commented on a wall post you've written"
