Yes, but that would be easly fix:
When a user tries to go in to a private profile, it could be a small page with the user avatar and a explanation saying:
The user you are tring to visit doesnt allow unconnected users to visit his profile, would you like to request a conection?
Yes please - No thanks!
And when the users recieves the connection aprobal, he will know that he can go into his profile.
This is very usefull for persons that would like to share his info with any unknown persons

While you review this, I have another question, is there a way to add a simpler Request Connection link?
Example, in the are were it says:
Theres no conection between ANOTHERUSER and ME
Is there a way to add a small link for conection request, like so:
Theres no conection between USER and ME
Would you like to connect?
For 2 o 3 level connections:
Your connetion with ANOTHERUSER is ( 2 level ):
ME > AFRIEND > ANOTHERUSER
Would you like to connect directly?