Whenever you have a purple Agent mission (Epic mission?) the yellow icon takes all precedence so that if you have a finished agent mission you would never know it unless you open your Agent window. There should be a different color code for that or just have it default back to white if you have a finished mission. If you have a finished mission you’re going to check that out right away and send someone off on another mission. If you have a yellow icon you might not bother checking if A) You don’t possess any agents capable of doing those missions (I’d guess most people) or if you’re like me B) You already have all of your mission slots full and it doesn’t matter what special mission might be waiting if you have no room to send anyone. Or possibly C) You’ve already checked and it’s not a mission worth running (if it doesn’t have a purple gear bag, it isn’t worth running and that’s a fact) and you are just ignoring the icon, but you might have agents who are already back and not know it for up to an hour and a half is it? Or do those missions last longer before refreshing? I don’t actually know.
Edit: I thought I had a tl;dr here. Anyway, tl;dr: The “Agent Mission Finished” icon should take precedence over the “You have a purple mission available” icon. Currently, it’s the other way around.