Yeah, if you have 1000 members, it's like storing the same "post" in the Database 1000 times.
The bigger the databases get the slower things eventually get. A couple of "bulk PMs" to a large user base could drastically slow down your forums.
If you want certain groups to see an "announcement", then it's best to make a forum that only that group can see and make an announcement there.
Then you only store the message once.