I know at least one reason affecting SEO - keeping the current structure. If the forum has already been in the subfolder /forum/ for 10 years, transferring it to another domain can adversely affect Google search results.
Also example.com and forum.example.com are 2 different sites. However, example.com and example.com/forum/ are 2 sections of the same site. And search engines view it’s differently. And it’s have different promotion models.
Google is not the only search service on the planet. In Russia, another search service has a dominant position. And this is 2 different case of SEO.
However, I would not want to continue the debate on SEO. The topic is not about that. If the use of subfolders is not possible in practice, I will simply take note of this.
On the contrary, if using in a subfolder is possible when using the EE4 stack (docker containers environment) I would like to have an idea how to do this.