Very good idea - I've wished it many times. Unfortunatly, I don't think it can happen because of 'spam' issues. As soon as such an option were put in, some one would trick out a way to spam other people by switching the email address via a bot.
Entering an address into the form just when forwarding is an invitation for abuse, as it can be automated with a bot very easily. The current method of forwarding to a registered and confirmed address is the right (and only) method to do it.
However, if I understand the original question correctly, then one possible solution would be to have users register one or several "secondary addresses" (with all the double opt-in overhead as for the first one), which could then be selected for forwarding individual messages.