I might be able to do this. The plugin I'm using to display the notifications doesn't behave too well with check boxes across multiple pages. I'll put it on the to-do list and investigate possible solutions to accomplish that functionality. I'm sure it's not impossible, it'll just take a little bit of work.
I've got plans for one big upgrade right now that I'm going to test on the staff side of things first to work out all of the bugs, but will eventually roll out for all you fine people once it's done. So that's going to impede me a bit, but after that's out of the way, I'll see if I can make a few notification upgrades that include your suggested functionality along with the forum-based notifications as well.
