Slashdot is threaded, Reddit is threaded, HN is threaded. You're right that J. Random PHPBB forum isn't (and that taken together there are more of J. Random PHPBB forums around).
I wonder if it's simply the lack of any super-simple forum software in a popular language that supports threading - slashcode was famously unreadable perl, HN is a dead lisp dialect, I don't know what reddit uses.
Also LessWrong uses modified Reddit code to have threaded discussions under articles, and again, as saurik keeps saying, I can bet that 90% of discussion content wouldn't be there if comments were linear. Web discussion is non-linear by nature.