Rather good question, I never thought about that myself.
I quess that I enjoy forums simply because I have been using them for quite a while already, since I started using internet, there have always been atleast one forum I have been posting regulary, and it just stuck on me after awhile, hell, I even used to play Forumwarz couple of years back.
I also (mostly) like the people around forums, they are (often) nice bunch of people.