I have asked this question to many seo experts and seo forums and the reply was always the same: the sitemap is VERY important for a site, even is the CMS is Seo Optimized (like Xenforo, Wordpress).
So yes, if you care about the Seo of your forum, you should have a sitemap.
p.s. Please, don't respond me saying "I doesn't use a sitemap on my forum, however i have good seo results". I know many sites with much spam, duplicate content with tons of visitors from google, but this doesn't mean that having spam and duplicate content is good for your site.