Whenever you see a message of that sort it means that the user level you're at doesn't match the user level required to see and/or access that area of the forum.
Normally when a thread is moved the mod or admin gets a menu that sets the time for the redirect to self destruct. Or lets them choose to not leave a redirect. I personally don't leave them if I'm cleaning up spam or old threads and don't want to lose the posting numbers yet at the same time have members wondering where they went or why they can't follow the redirect.
Get all that? lol