on the 'User posts' page you need a 'Set' button to change the group. On the main forum page, you just select a group and the display is automatically updated - there is no 'Set' button.
It seems strange, but maybe it is a necessary difference. The 'Set' button is also used to select a group on the 'Readers of discussion' page. This should be consistent if possible.
note: there are some parts elsewhere in the system where we require the button, but within the same forum at least, it would be nice to be consistent.