Forwarding would just add latency and fragility. The .'s are a fixed set (in terms of the IPs), both the . and TLDs are quite a large set in terms of # of servers. The commonly contacted ones would be cached. Also, I've seen scribblings in the IETF journal once that questioned whether hierarchy of caching achieved much in the way of gains. Finally, the .'s and TLDs can handle the additional load - anycast is a powerful tool.