Just found a trade that I had no idea completed a couple weeks ago, with an unclaimed 100ms just sitting in my inbox. I never would have known it was there if I hadn't just randomly clicked on that message. Over the course of my LW playtime, I have done 20 pages worth of trading, and now I'm wondering how many other attachments are stuck in limbo because I never got notified about them. (The notification system is another issue that's already been brought up plenty of times, it is in dire need of fixing.)
Anyways, it would be really nice if (on top of actually getting a notification for a completed trade) there was a system that would 1. mark messages/trades that have either unclaimed attachments in them or a pending trade active and 2. a single button to press that would automatically claim all attachments from your messages/trades. That's already the case for flea market listings, so I don't see why it couldn't be added for trading.