Often they also expect the forum as a whole to apologise, grovel, and promise never to do it again if only they would change their mind about leaving and continue to grace it with their presence. They also want everyone who was mean to them tracked down and banned. If they silently stop visiting the forum that's not going to happen so they need to make a production of it.
Another messageboard of which I am a member has a zero-tolerance policy for "I'm leaving" posts. They're deleted and the user is immediately banned. If they change their mind and re-register the sock puppet is also banned. It makes for a much less drama-filled place to hang out.