Newly added player can't see their request-to-join thread
Actually, it's a bit of a "by design" bug.
When you request to join a game the access request is actually posted as your user account. Normally posts are recorded under your character but as you don't have access yet.. well, you can't. Until you're added to the game all private messages are posted under your user account.
When you're later added to the game your user PMs (there could be more than one) becomes your character PMs.
However when transferring characters this can't be done. You need to inherit the entire PM database for the existing character, so rather than your user PMs becoming your character's PMs, you get the character's existing PMs.
Hope that makes sense.
If you reply to the original thread it might add it back to their list, but I suspect it won't.