Agreed. This is an obvious next step enhancement. I was feeling and thinking the same thing. We'll get around to it when this project is prioritized higher.
I've thought the design through and I know what needs to be done to support this.
I am going to work on this and implement it soon.
I want to prototype a different visualization/design for displaying notifications (see https://twitter.com/shurcooL/status/900378128450633730). In order to do that, I need read notifications to be available.
Here's a sneak peek. What's left is to finish the filesystem-backed implementation, review and push the code.

Very nice!
Resolved via https://github.com/shurcooL/notifications/commit/3b6dd88f8df5e3c609720dabad454161579a05a5 and https://github.com/shurcooL/notificationsapp/commit/ab0c0189d1728e465014d83836c8bfc758f1f5d2.
It's live and can be tried at https://dmitri.shuralyov.com/notifications?all=1 (but you won't see any read notifications right away, since they weren't tracked in the past).
Often times I read a notification and a few minutes to an hour later I go "Ohh, yeah that one thing I got a notification about just a little while ago.. let me see if I can find it...." and it'd be great if notification center could just tell me directly instead of me having to go through e.g. browser history.