Presumably you actually want an option to automatically "noindex" threads in a forum, as simply not submitting them in the sitemap won't really do anything.
The purpose of a sitemap is to aid in discovery of content; it doesn't stop crawling of your site.
1) There is an AddOn or two which allow you to noindex certain forums. This is definitely the best approach.
2) However, Google is a naggy naggy little creature, and if it sees *anything* in your sitemap which its not allowed to index, or doesn't exist, you quickly end up with tens/hundreds of thousands of "Crawl Errors" in that portion of the site, and they will pile up very quickly.
While 404's and 410's don't harm your rankings, they will stay there for months, drowning out your ability to see actual problem URLs. Google only allows you to clear out 1,000 of them per day, and in my case (300,000 of them due to different causes) I am certain that I'm missing some important pages that shouldn't be 404ing elsewhere on my site that have nothing to do with XenForo.
If the sitemap contains something Google isn't allowed to see, or can't reach (410, 404, or even 403-forbidden) it will list the Sitemap as the cause for the generation of the error. So it seems like a good idea that the sitemap never shows threads which it can't readily fetch.
I may be wrong on some of this.