It is not we are not implementing cool features because we can't or we don't want to. We want to install nice features. I am the first person who created really nice features for the MrExcel forum pages back at 2002, like seeing your posts in red color - yes, it was originally my idea, like seeing posters in a thread without opening the thread. Believe me I like playing with PHP and MySQL more than anyone.
However, on the other side, the thing is the server and the load on it that we have to be careful to keep website stable. Having a stable forum is surely more important then having a shortcut that "everyone" can access - even 1 day member - and make hundreds of none-cached search that will cause database to get really busy on each click to that shortcut. This kind of technical reasons keep us away from "mods".
Right, we implemented Unanswered Threads link in Quick Links as Tracy mentioned and we will monitor the forum and we might remove it if we think that it affects forum stability.