I believe this was one of the proposals in the previous topic Pick different icons for 'closed topic' and 'secure category'. Though judging from the back and forth in there it seems there was no clear-cut universal option that would please everyone. I think someone also made the point that, having been this way for so long, it may be surprising for some forums to suddenly have all their private-category locks unlocked/removed even if the change is ultimately only visual. 
It is interesting that so many people have encountered this issue though. Based on the previous topic, I don’t know if it’ll ever be possible to make a core change (possibly only for new sites?), but knowing what alternatives people have attempted for their own sites is probably useful for anyone facing a similar conundrum.