See my answer from 'months' ago:

You don't have to click on each one. You can click on the Multi-Select (top left of notifications window) then click the three dots on the right and choose select all, then click the mark read mail icon looking button to mark them all as being read.

(plagiarized from a different list-serve - and it does work - STILL extra steps to go thru tho, thus complicating tax season just a wee bit more)