I sign up to email notifications for some of the threads I'm interested in. I click them, view the new posts, then I tend to go back to the forum index to see what else is new. What I find is the thread I clicked on a direct link to is always marked unread, even though I just read it. The net effect is I open a significant number of forums each day that I don't read, adding to server load unnecessarily (though it's probably negligible even with everyone doing it).
Once I view a thread from an email it would be really nice if that thread was marked read, and also the forum marked read if there are no other new posts to the forum.