Hmm. I wonder what forum software SD uses. At first glance I thought it was a highly customized, custom-skinned version of vBulletin (there are a number of things that look similar), which should make it easy for IB to figure out how to implement something similar here, but after browsing around a bit, I don't know that it's vBulletin.
Agree it would be a useful feature. Of course, I tend to read every thread I subscribe to, so I usually find peoples' responses to my posts pretty quickly, but it would be very nice to know when someone has responded directly to you.