I had the exact same problem and found a solution after investigations:
Bbpress knows it is integrated to wordpress so it set both its own cookies and the WP cookies. But on the other side, WP does not know bbpress is integrated so it only set its own cookies and forget to set BBpress cookies as well.
How to fix it will you ask…
Well, install this plugin in WP:
And voilà ! Just logout and re-login after the plugin installation to make it work.