And, when it comes right down to it, it's up to us who understand Post-POP e-mail to explain it and why certain things are not most easily or logically done within one's own e-mail client.
Forwarding is a perfect example. If the client is handling this, and the client is not running, you have no forwarding. All it takes is someone turning off your computer or a brief power outage doing that for you, and the thing you're trying to accomplish is gone, *poof*! It also makes no sense, ever, to add an additional bucket to the bucket brigade that is e-mail, and using a client to do what your server really should be doing, since it has to touch all your e-mail anyway, makes no sense.
If you set up forwarding on the server side it is in place until and unless you turn it off, which is generally exactly what's wanted.
Even rules should not be thought of as a client-side function anymore. There are very, very few people accessing their e-mail from a single machine and virtually all of them want their e-mail sorted and categorized the same way across devices. If one sets up rules to run under a client, even if those rules shuffle things around in folders in the cloud (IMAP or Exchange) that will only happen if that client is running. This makes no sense if you want everything, on all devices, to remain in sync. You want something ahead of "the viewer" to do this, which is the e-mail server. I almost wish the term e-mail client didn't exist and the term e-mail viewer were used instead, as that's the primary function of a client these days.