On Windows it seems bfgminer doesn't know the difference between a problem with user access privileges and a device not responding/device sending back bad data due to a low power condition.
The error doesn't make sense on Windows since there's no user privileges restriction on non-storage USB devices.
I tested this by using a USB2.0 powered hub that doesn't provide enough power to operate Block Erupters and a USB3.0 hub that provides adequate power.
With the USB2.0 hub that did not provide enough power, when more than 2 block erupters were plugged in an error was reported by bfgminer on startup:
"Do not have user privileges required to open \\.\COMxx"
...where "xx" is a port number.
When I plugged the devices into a USB3.0 hub that provided adequate power for all the devices the error went away.
I was able to replicate this consistently by switching between the powered hubs.
This is an OS/driver issue. The message about user privs is shown when Windows reports ERROR_ACCESS_DENIED.