We default to showing 404 errors in these instances for privacy reasons — some communities may not want users to know that there’s a valid topic there that they just can’t access.
While I understand that it’s not ideal for your use case, as @Firepup650 noted, your best bet is to enable detailed 404 and then update the Site Texts for the page_forbidden.title string. However please note that the detailed 404 setting only applies to private topics and not to other private areas like category pages, PMs, etc.