Some are moving away from HJT.
All scanners only look at a sub-set of all the files and registry keys on your computer.
The time a scan takes to run is dependant on the number of things it has to scan, so to keep scan times reasonable and logs to an acceptable length, tool creators select the files and registry keys they want to look at.
When HJT was created, the author made it scan the areas where most common attacks were to be found. However Malware has "developed", and a larger number of attack vectors are now used. Many of them are not scanned by HJT.
We still feel that HJT has use as a "triage" scan. The scan is fairly quick, and it produces a reasonably short log which can be quickly interpreted by an experienced and well trained helper. If a helper here feels they need information that is not supplied by HJT they will advise you to run further scans which will supply the information they need.
Other forums prefer to run a more in depth scan or scans for "first contact", the disadvantage being that scan times are longer, and so are the logs they produce. Many people may have problems that don't require this "depth" of scan.
It's all a question of judgement, no one method is right or wrong, and each forum will make its judgement based on their own particular circumstances and experiences.