Personally, I don't think it warrants a Sub-Forum. As long as there aren't masses of threads with different questions of the game everywhere, then I think it's fine in the one thread. Although, that is just my opinion.
Also, how large is the game? If it is as large as say, Grand Theft Auto, and you think many different threads could be made for this game, then maybe I could be wrong.
Also there is the fact that games like Grand Theft Auto and Need For Speed are large and popular series, which I would imagine warranted a fair amount of threads in the Playstation 2 Forum, and that would be why they have separate Forums. Kaido Battle may be fairly popular, but it's not a large series, and I don't imagine it would be that large to warrant an extra forum.