They're there all right.
Now, this question surprises me, because I'm drowning in the things.
In general, I tend not to find them as stand-alone sites, but as adjuncts to something else - although in some cases they grow to be bigger than all the rest of the something else.
A few examples from my own experience:
Star Trek Online has an official forum, mainly for discussing gameplay and strategy, and there are a few long-running roleplaying threads there. The real action there, though, is with the guilds (fleets) - many of the bigger ones in the game have their own websites, and most of those sites have busy roleplaying forums.
The browser game Renaissance Kingdoms has a strange split personality - there's an extensive roleplaying forum, and some of the players think that the forum is almost the entire point of the game, while others just play the browser game and happily ignore the forum altogether.
On DeviantArt.com, roleplaying games spring up like mushrooms, some drawing-based, some plain text and some some mixture of the two. However, they tend to disappear just as quickly after a while, when players get bored or the younger members find the pressure of homework getting too much. (By the way, despite its annoyingly arch name, DeviantArt is just a "show off your artwork" site, and is not MEANT to be in any way fetish-related. Although there are a few of those, and nobody seems to be able to stop them.)
But with rules?
What I'm surprised by is your friend's description of "grading" threads, "mechanics", "bonuses" for writing story arcs meeting certain criteria, etc., as if they were playing it with some kind of rules. I don't remember ever seeing that. All role-playing forums I ever remember visiting are entirely free-form and any questions about the aim of the game, what to do, etc., are met with a dazzling, vague smile and "Whatever you like!" Some seem to like this. To me, it translates as "There will be NO rewards, NO feedback, and whatever you write, you'll never know whether it was good or bad, or whether it did the job, or indeed what job anyone wanted it to do", and for me that's a recipe for complete despondency. I'd really love to find a forum role-play/writing game with rules and points, but I've never seen one.
(In Renaissance Kingdoms there's what might be a relic of such a thing, an in-game system of 7 "role-play levels", separate from the main game levels, and to gain these you have to meet certain requirements e.g. "have kept a role-playing thread going for at least a month in such and such a section". Most players who've been there any length of time are level 7, though, and there's not anything after that.)