I seem to recall that a while ago somebody complained about the same thing, and I'm guessing it just never got fixed.
As a workaround, instead of marking all of the forums read at once, when you're done reading a particular forum before you go back to the main page click the Forum Tools menu and mark this one forum as read. Then move on to the next forum. It has the same effect except it doesn't mark forums read that you don't read, and do you really care if there are new threads in those forums?