We don't have any specific place for it, though it would be good to categorize it somewhere. Basically, a lot of the Forum Lore that we're building up currently is done through the CYOA threads. Helps give spotlights to forumers that don't always get the chance.
There's no real canon for Forum Lore, far as I can think of, so most threads like this one are more for establishing characters rather than establishing a story. So, you can die in one thing, but have it not affect you elsewhere. Like in the Mach Games that Jeroth/Riyant is running and TC is writing, it's essentially the Hunger Games, but everyone is clearly going to die in it, except for one person. Since that's the case, you can't rightfully just kill everyone and have it count, but what they do in the thread can still help give them a spotlight and characterization. It's pretty neat. It's also very loose and just for fun, but still an awesome thing nonetheless.