A lot of forum software is "old school" (i.e. some php, perl, or even vb), which means it's a missed patch away from being compromised. Because they are "standard" engines, they are discovered and attacked often and automatically by tools, like Wordpress - they are a prime spam target for linkfarming. They typically ship a lot of dangerous features like file uploads, and overall security practices are often subpar (integration passwords saved on disk, etc).

Setting a forum up for one user seems like a big waste of time, when there are plenty of perfectly useable blog engines out there that are simpler and more secure to run. Unless, of course, one is already an expert in a particular forum engine.