If a user is logged in then he/she should not have to enter the captcha to post something.

Spam scripts/bots use to register and create posts, comments etc, so in my opinion captchas should be always on

but for the forum it is not used

The forum is used very frequently, using a captcha in posts would be too much, almost paranoic

I think the end user should get to decide where (and for who) captcha's are active. Personally I'd use them of the forum (at least for Guests).