We are certainly going to persist personalization, it's just one of the features that hasn't made it just yet. In the meantime you can more or less create your own custom view which may solve your immediate issue.
From the forums page, the Group Titles are clickable and take you to a view of just those forums.
http://forums.msdn.microsoft.com/en-US/tag/visualc/forums/And not as easily discoverable, you can also add to that list any other groups you are interested in. For instance Visual C++ && Feedback would be this:
http://forums.msdn.microsoft.com/en-US/tag/visualc,feedbackanddiscussions/forums/HTH
Rob J, Forums Dev