Yes - it is annoying - especially since lately there has been a rash of people joining this forum for the sole purpose of posting their junk who don't care about being banned because they're not the least bit interested in the content of this forum - but I have to side with the mods for this reason....
This is a huge forum with thousands of threads and posts and it is growing every day. It just isn't practical for them to be constantly patrolling the boards looking for spam - it would be too time-consuming. They need to depend on us to let them know about it - that's what the "Report Spam" link in every post is for.
Although some of it is obvious in the form of new threads, a lot of other spam messages are also contained within threads as well. I remember one time a few months ago, I reported (and quoted) a pyramid scheme message I found within a thread in this forum, the next day it was gone with the message I quoted replaced by the words "spam removed".
I speak from experience having been a mod on a game forum....