I lose track of a lot of discussions this way. :(
My work around is to leave the forum up and use the back button. The flags still disappear from messages, but I can still see which forums had unread messages in them. But, I have to leave the session up. If I refresh the page or link back to it by any means (bookmark or even clicking the forum tab on the top), I lose those, too.
Basically, I have to try and save the cached version as long as I can.
...so ever since then, I always hang on to the buckle.