Yeah .. I had that problem myself in the past ... I think I did a quick sloppy solution by playing around with "phrases" from within the control panel. Search for that sentence "There are no posts in this forum" and switch it for somehing like "This forum currently appears empty. Possibly because you do not have forum priviledges to access it."
With an ambiguous phrase like that you cover both possibilies that a user is seeing it because it's a new forum that really is empty .. but also mentions that it could be a privaledge issue!
I doubt that was the answer you were looking for, but it's aquick fix you can do in 3 minutes though your admin control panel!