After having read the FAQ i've determined that this is probably related to Docktopus' trouble with Expose.
I have Virtue Desktops installed. It uses some of the same window managing tricks that Expose uses (and, i assume, Spaces will use in Leopard). When I switch to another desktop than the original one I activated Docktopus in, the badges disappear. I can reactivate them, but this is a hassle to have to do every time I switch desktops.
A possible workaround, albeit not light on the development angle: Can Docktopus be rewritten to "inject" its code into the Dock, as Virtue and several other utilities do? Perhaps this would help? I wish I could write a more informed post, other than to say "this doesn't work, might this help?".
Thanks,
Kim