Mailing lists and news groups at least have the advantage that those interested in the information can retain a copy of it themselves, and can also search it offline if desired.

True, but this is possible with forums too. There is nothing stopping you from screen scraping and backing up the forum. And if Microsoft pulls the plug, you could always setup your own forum from the backup.

Doing so would likely require writing a custom tool to go through all threads of the forum, parse out the details (who wrote which response, when it was written, etc.) and store it in some kind of useful, searchable format. Note that Email and newsgroup posts already come in nicely formatted packages like this.

Furthermore, as you continue to use your tool on a daily basis to scrape the content off the forums (we're talking about doing this continually on all content over many years, right - or were you talking about the one-time copy-paste action of a single bit of information?) you have to deal with changes to the forum layout, and attempts by the website running the forum to prevent your activities (after all, they often are using forums to control the content).

There's also copyright issues,

and dealing with robots.txt rules.

Fact is: They're designed to limit the information to only that one source, whereas mailing lists and newsgroup postings are meant to distribute the information to all people who are willing to receive it. It's a completely different paradigm for storing and accessing information.