Mail Badge App icon disappears when I close Mail.

I have badge app icon checked on Mail notifications preferences and it'll only show up when the app is open, not when I quit it. I've tried in notifications preferences and mail preferences but the badge doesn't show unless Mail is open.

I'm on OS10.15.4 an early 2015 MacBook Pro. It does the same thing in safe start mode and the only LogIn item in this account is DropBox.