Should iMessage not be silently updating my phone when I'm at my Mac?
No, it doesn't (yet) have any methods of muting alerts on other devices even when it has reason to know that the alert has been read etc.

I'm sure that it will arrive soon, but as it stands every device is treated independent of each other with regards to notification settings, or to put it another way, notification are "device independent", and you are waiting for them to be treated as "notification independant", as it were.