Well, there appears to be a reason for that.
Apparently if you're not validated, the error messages tell you that your e-mail address hasn't been verified. Sorry, but my being validated and my e-mail address having been verified do not sound the same to me.
I really think this is something that should be fixed. The error messages should use the term "validated" to describe people/accounts rather than "verified" to describe e-mail addresses. Also, the lost password page should give instructions for how to use it to validate your account. Together with these instructions could come a link to the relevant FAQs. I also think the How-do-I-get-validated FAQ should say something about adjusting or temporarily disabling your spam filters; yes, it mentions filters, but doesn't seem to actually address that. Since that is perhaps one of the most often repeated phrases in answers to support requests, I think it merits being in the FAQ.
If I hadn't received my initial validation e-mail, I'm not sure I would ever have managed to become validated. Everything is so confusing, because the links and conflicting terms aren't intuitive to the uninitiated.
Prompted by this support request.