While there really is no difference in life between the two, forged are primarily used in performance based engines; because this is their intended use they are machined as such and because how people use the engine they tend to not have as long a life, but the piston doesn't change the life in itself.
The main difference between them is how they react to heat, iirc the forged Pistons expand more once up to operating temperature, so the engine would need to be machined to allow for this. I have noticed that until the engine is up to temperature, it's doesn't drive the same as its cold, when using forged Pistons. I don't know if this is the piston or the tune...