Most systems I've used before automatically subscribe you to a thread you've created. Seems a bit odd that you should have to manually subscribe to your own threads but you are automatically subscribed to others you post in.
Automatic subscription to a topic you have posted in has to be enabled in your user CP. I presume this also includes topics you create (never tried it). Otherwise you will have to subscribe on an ad hoc basis. If I'm on the wrong track here hopefully Simon will pick this up and give a definitive answer.
I'm fairly sure what your doing is correct. Nothing functionality-wise has changed in this respect since we started. I'll take a look at any settings that may be imposing an effect on the subscription system just to be sure.