As one of those moderators who had simply too much time on his hands and thus moved a thread just for kicks, I'll try to answer your question...

Although I agree that it would be very nice to be able to put a link in the thread to the new location of the discussion, the process that would require makes it too time consuming given the number of threads that generally require moderator attention.

In order to include a link, we would have to take the following steps:

* Close/Move the thread
* Visit the new forum to find the thread
* Copy the new thread URL
* Go back to the old forum
* Reopen the thread
* Post the Move notice
* Close the thread again

Alternatively, we are able to:

* Post that the thread is being moved
* Move the thread

Significant difference in the amount of time this takes. As we are all volunteers, and really do have other things going on in our lives, the suggestion, although well-intended and highly desirable, is not terribly practical.