It seems that after upgrading to 2.8.1, the 'WordPress? MU 2.8.1 is available! Please update.' banner doesn't disappear.
There has been a fix issued to correct this issue. The two files which need to be replaced after the upgrade are listed:
wp-includes/functions.php
wp-includes/wpmu-functions.php
Download a zipped copy of these files by clicking the Zip Archive link at the bottom of
this page