The only situation I could see this happening, is when you are within a thread that (at the same time) gets moved to a forum section you don't have access to. (such as the Behind the Barn sections, or if thread was deleted, aka "boneyarded").
If this is the case, you also would no longer be view to see the thread itself upon refresh for the same reason.
If this isn't the case, then I'm kind of baffled.
