The email notification settings on the Preferences screen only apply to new threads you create or reply to, from this point foward.
To turn off email notifications for all the threads that you created or replied to in the past, click "Watched" at the top of the site underneath the Forums tab. Then "Manage watched threads" at the top right. There you can either disable email notifications for all of these threads, or unwatch them entirely (meaning you also will stop getting notified about them by the bell in the upper right corner of the forum).