This is a known limitation. We don't have a good way to filter out forums threads/posts that may be on pages protected by roles. Therefore if you have forums like that you should disable the option to browse user posts by adding this to user.config

<add key="ShowForumPostsInMemberList" value="false" />

To remove the link to user posts in the forums itself since it would also show the posts from protected pages you would also need this:

<add key="AllowUserThreadBrowsing" value="false" />

Users without permissions would get access denied if they clicked a link to a forum on a protected page, but without this setting they can see the thread/post topic. 

Hope that helps,

Joe