Yes, because people are likely to link to them, in particular players who also have another website, blog, or profile in another service may add a link to their player profile. Depending on what's discussed in the forums, people may link to some particular threads too, but it's a bit less likely. I don't see how game statistics would help at all, though.
Now, there's a difference between "helping gain traffic" and "increasing rank with search engines". Nofollowed links, for instance, won't help your site gain rank at all, but might attract more traffic nonetheless (if players link to their profiles in a social network or forum signature etc their contacts might want to check it out).
In particular, I'd suggest making it easy for players to embed their profiles in other pages in an easy and compelling fomat, like the Stack Exchange user flair.