Same problem when I go to User Control Panel. Here's what I've done:
1. logon to Horde (old)
2. set forwarding
3. send myself an email, it get's forwarded
4. logon to User Control Panel
5. On 'Account Settings Home' (what appears after logging on to COntrol Panel),
I click 'Forwarding'
6. It says 'Forwarding is currently disabled', and email address is blank
So the only way I can see/change forwarding settings is Horde (old). I don't mind doing that, but I suspect that is not what is intended, that, as you say, it should be accessible from User Control Panel.
Forum notifications are horrible.
You see that because the forward 'status' check is a simple SQL lookup. The Horde setting just sets the forward (a file-based one). Since the forward wasn't set by the control panel, the SQL field was never set. The SQL field is to reduce load on the mailbox server. So we don't have thousands of unnecessary file checks/reads.
The solution is - Don't do anything in horde(old), or it'll get out of sorts.