That's normal, but for lack of technical knowledge, I can't tell you why.
Because Entourage's HTML Authoring engine used to create HTML is a lot less
sophisticated than the HTML rendering engine used to display it. Therefore,
a 'complex HTML message' (one containing frames, tables etc) can be
displayed by the rendering engine OK, but when you forward it the Authoring
engine has to take over to create the outgoing message, and cannot format
some parts of the message so that kind of formatting is lost.
Forwarding the message as attachment, or redirecting it avoids having to use
the authoring engine at all, as the first attaches the message in it's
entirety to a new message, the latter simply changes the address data and
doesn't touch the content (which is why you can't add your own comments).