The reason they host your DNS is because if you have domain.com, most people want www.domain.com and domain.com to show the same content. (Simply "domain.com" is known as a domain apex.)
When you specify a DNS record for the apex, DNS standards require it be an IP address... called an "A" record. (This standard was created in the 1980's, so it's pretty old. There was no such thing as load balancing, etc). However since IPS uses load balancing, there is no single IP address. That IP address changes every few minutes depending on availability, server load, etc.
Subdomains like "www"(.domain.com) can be created with CNAME records which are pointers to other addresses. So having "www" would automatically get you to the correct load balanced location, while the apex cannot get there.
There are two ways to solve this:
1) Having a single server out there just issue redirects from domain.com to www.domain.com. This is not a really good idea because what happens if that single server is down, or attacked, etc. There is no redundancy, etc. You could lose your redirector.
2) If IPS hosts your DNS, they can have their manage it at the same time their load balancer makes an update. This ensures you don't have a single point of failure sitting out there and is the route most customers take. This is the route IPS generally suggests by default.
** IF YOU DON'T USE DOMAIN.COM/WWW.DOMAIN.COM and instead use something like forums.domain.com or something.domain.com** you don't need to have IPS host the DNS. Instead your current DNS host can simply create a CNAME record that points forums.domain.com to the IPS platform. Since you don't have the apex involved, that is all you need to do and you don't have to worry about anything else.
Ultimately long term, what would be nice would be if IPS would provide an interface for customers to manage their DNS from the Client Area so they could self-service make changes to things like MX records, or create additional A/CNAME records, etc instead of always needing to open a support request. While that sort of functionality would be wonderful, it means taking developers away from creating new features or fixing bugs, etc. So the question becomes how often do people really need to change or add records that it makes sense to automate it versus continuing to do the change manually.