Hello,
Would it be possible to confirm the exact version of your instance? I have just tested this report on the latest version/hotfix and as soon as the new post was created it was visible in the report. I would like to test this again in your version to check if there are an bugs affecting this.
This should work as expected but you also have the option to subscribe the users to forums directly instead of the report.
Please let me know if you have any additional questions.
Best Regards,
Sandro