In such situations, coming up with a user-story where the user makes use of such options is an effective technique to use.
See for example: From User Story to User Interface: Collaboratively designing and testing user interface to help your users succeed
The question was about whether users would care. User stories are a good way to determine that.
If the use of a certain feature results in an unconvincing scenario, then you know that the feature is not likely to be of much benefit.
Private Messages are supposed to be “private”, but being able to Forward could come in handy.
I guess as long as you have a Report feature that would act as a Forward to you (or other Admins), so you might not need it, but I can see where users might want and expect it.
If someone sends out a message to a group of people, it’s convenient to be able to Reply All so that everyone is in the loop. I think that happens by default in this forum … because the recipient list seems to act as the reply to list when you reply. (I’m not certain about that, though.)