Because I prefer to read the posts in an RSS Reader rather than on the web where I have to click around to get to content. I prefer it so much so I’m using the feed for all of the board posts rather than the site even though I have to slog through a couple of hundered posts in a week. The previous site I belonged to Chowhound.com did have this feature and it made reading posts so easy.
This is usually not the case. since it is obvious what the poster is talking about. Plus topics tend to generate a lot of activity in a short period of time. In the rare instance I need context, I click through to the topic on the site.