It is possible to sync your messages with iCloud. This will sync all your iMessage messages across all your devices, not just the read status, but also the delete and pin status.
Once you receive a message, you will receive it on all your devices. When you read an iMessage message, it will also be marked as read on all your devices. Since iOS 11 and macOS High Sierra, everything is synced with iCloud. For example, if you delete a message on your iPhone, it will also be deleted on your Mac and iPad.
Enable sync iMessage with iCloud
- Open Settings on your iPhone or iPad
- Tap your Name
- Navigate to ‘iCloud‘
- Tap ‘Saved in iCloud‘ on ‘Show all’
- Select ‘Messages in iCloud‘
- Enable the option ‘Use on this iPhone/iPad‘ in

Your messages will immediately be uploaded to iCloud and possibly combined with previous messages from devices where you have already enabled the option. Good to know: all iMessage messages are encrypted and cannot be read by Apple itself.
Activate Messages in iCloud on a Mac
Open the Messages application on your Mac and click ‘To inform‘. Then navigate to ‘Institutions/Preferences’ and open the tab ‘iMessage‘ or ‘Accounts‘. Then check the option ‘Turn on Messages in iCloud‘ On. The data is synchronized immediately.
You can also manage it on a Mac via  ▸ System settings ▸ your name ▸ iCloud ▸ To inform ▸ Use on this Mac.
Useful for new devices
It is advisable to check whether this feature is enabled. This option is also useful when purchasing a new Apple product such as an iPhone or Mac. When you sign in, iCloud will automatically restore your messages so you can view your entire history again. This means no more important messages will be lost. Of course, you must be logged in with the same Apple ID and iCloud on all devices, only then will synchronization work.
Messages media also in iCloud
In addition to synchronizing messages, the sent media is now also stored in iCloud, making it possible to free up storage space on your iPhone or iPad. The media is stored online with a kind of shortcut on your iDevice. When you open the media, it is downloaded from iCloud and deleted again after viewing (after some time).
Two-factor authentication required
To use Messages in iCloud, two-factor authentication must be enabled. You can read exactly how to do this and what it is in this manual.