Maybe correct me if i am wrong but, while the main objective of link building would be for search results, would you not also be trying to get links in places that people are likely to click on them.
So while a link in your signature at a forum may not be much use for the search engine results, what happens for someone searches for a specific topic you wrote on the forum about it shows up in the search results, then they follow your sig link to find out more. While i would expect this is going to provide less traffic then search engines might, what is the goal to get more visitors or to get better search results or both. So while search results may not get a big impact from forum posts, other things can result from them.
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