I follow over 100 playlists, many tracks exist in more than one playlist. When I listen to a song in a playlist and I switch to another list, all songs in the list get marked as "heard" (blue dot disappears), which is a good thing. But the same track again is marked as "unheard" in all other playlists.
To have more control about which particular track has already been played or marked as heard, it would be better to mark this song as heard across all playlists you follow. This way you avoid listening to a song twice when checking your playlists and don't waste time.
Update: This idea has been suggested again here:
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