Paul, if you haven't noticed it is showing now. What happens (behind the scenes) is your avatar is stored via core profile data, and the forum module caches a forum profile (which actually contains the core profile too). This will not be reset until the cached item is cleared, which occurs via a period of time (based on cache settings under Host Settings here) or by resetting your forum profile manually (go to 'My Settings', click "Update" anywhere there you can). 

Paul, I can clearly see it here in this thread (unless I misunderstand your problem). Also, the avatar will be in every post or none.