Just to be clear for anyone reading, the forum module comes w/ the rating images and the smilies. If you actually wanted to run this module w/out installing the gallery you could use avatars but it would require ftp upload or a seperate file manager. If you wanted to use other galleries for smiley and user images this too is possible but would require additional steps.
All that being said, I think what we have here is actually an advantage for the time being. When the forum module was waiting to be released the decision we faced was to go w/ no images at all for anything or to allow the already existing integration with gallery. This is the reason your options are limited at this time.
Now, the forum module will eventually move to a more API type arhitecture for this. This means that eventually a provider model will be written where gallery module which make use of this API could be used instead. We have many other ideas and ways to make this better but there are other things which seem more pressing at this time.
A couple other things I want to note, I feel these forums provide functionaility expected from any forum and more. These may not be exactly as you see fit, but at least the options are already available at such an early phase for a complex module. This forum module hasn't been around the time that phpbb, ubb, or even CS have been around. I hope I didn't come off wrong, I agree with what you say but it is time that sometimes dictates our solutions.