I doubt that this feature would be implemented because it would eat so many server resources.
A script you use yourself can be made - to search every... 30 minutes or so. It doesn't have to be a direct feature on the forum. Even a bookmark button to just do the search function with your name and recent mentions would be fine - it doesn't have to be anything that's implemented.
Why do you need to know when you're mentioned? Save that vanity crap for Twitter..
I have already stated in my first post as to why I wanted this:
I'm one that enjoys being active in a discussion, and though adding a thread to my watchlist is great, I personally don't want more than 10 or 20 threads on there at once - it floods it way too much... and since I post in different threads often, I want to avoid adding too many to see if there are replies or not.
Don't hand me vague replies. Reply with information if possible.
Nothing to do with vanity. Don't make assumptions.