The issue here is if forums.mydomain.com resolves to something internal like 192.168.0.1 internally then you are doing requests on the internal network and not the external one. so someone could start poking around your network.
If you trust your users I could possibly add a site setting to disable this extra security, but as you’ve seen it doesn’t happen on our hosting because resolving meta.discourse.org internally brings up the external IP address, not the internal network address.