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I've seen it mentioned several times in the past that ESGST has that function. That said, I'm not directly familiar with ESGST, and I can no longer find a list of features for it anywhere, so I can't affirm that matter with any certainty. Given that, it's possible it's a misrecollection on my part, and the comments in question were instead only referring to management of messages during standard forum browsing.

Don't think you'd get much argument against better forum management functions being introduced officially, though.

Well, the messages also should mark itself as read when you visit particular thread ;)

Some time ago message categories (discussions, giveaways etc) were added. So you can read only those made in discussions (disregarding those in giveaways) etc.

But it is not possible to mark them individually. Only in bulk.