This has made it into bug tracker, MDL-24516, and is an omission.
Thanks for setting up the issue in the Moodle bug tracker Robert
I love the Forum module and love my Gmail too. The Gmail filters work very smoothly if the "List-Id" idetifies which Moodle forum a message came from, but without it I am more or less sorting mail by hand ?!
I encourage people to vote for this issue.
Gordon