There is indeed no such thing on this forum, and to be fair, whether it would be a good thing is questionable. If the person is following a given thread and sees their nickname in posts (whether you add a @ or not, doesn't matter much), they'll see they are being mentioned. If they are not following a thread enough to see that, then they may not want to be bothered with notifications anyway. I'm not completely sure I like the concept of "tagging", whereby people are supposed to say so important stuff that the other absolutely has to be notified. Dunno. If one really wants to say something to someone in particular, they may just write a PM. If it really matters.
But mentioning who you are replying to - unless it's the OP, which should be IMO implicit then - yes. Definitely. Or even better, quote the specific part you are replying to, that helps. Try to make the quote relevant (do not quote everything by default just because, or OTOH try not to quote out of context, that's also annoying.) Just my random 2 ethereums.