Yeah, seems like you could do that without a lot of trouble. The forum names are already in memory (although it may depend on which php file is being executed, I'm not sure). You'd just need to find the right hooks to do a search and replace on the text. Would you want it to be before it's stored or just before it's displayed? I'd think before it's stored so that if a forum is renamed the link would still be there. Some one just asked about that recently, I think I found that the newpost_process hook is called before a post is stored in the database, but that doesn't work on posts being edited (the thread is
https://vborg.vbsupport.ru/showthread.php?t=250140).
Maybe another way would be to replace the forum name with some bbcode like [forum]123[/forum], then define a bbcode to provide a link (although I guess you couldn't just define a bbcode using the manager, you'd have to write a plugin to be able to insert the forum's name).
Hope some of this make sense.