That probably would be a nice feature. But since most people who run jForum have DB access, it depends on the tools that come with the DB servers.
For example, the phpMyAdmin tool has a nice export / import function that will do this. Just select all the jforum_ tables.
FWIW, for a complete backup, you'll also need the upload directory under your jforum webapp since the DB can reference files there.
As to when/will it be added... it depends on if someone has a big enough need and provides the code.. or can interest someone else in doing it. (A.K.A known as the Open Source way) [originally posted on jforum.net by monroe]
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