ProConnect doesn't currently do that, but there is a solution.  If you use Chrome, there is a Chrome extension that has a feature to highlight the Notes button in ProConnect when you have a note in it (and a bunch of other added ProConnect features).  Search for "Refinement Tools for ProConnect" in the Chrome extensions store.  

After installing it, turn on the option 'Highlight the "Notes" button when the tax return has notes.'