In the Weaver theme, a page which is member-only does appear in the dynamically created menu. Member-only subpages also appear there. Access to the pages is correctly blocked, but the existence of the pages is visible.
Tested using Chrome's Incognito window.
http://wordpress.org/extend/plugins/member-access/
Note: there is a Weaver widget on a page, which does allow a page to be hidden on the "primary menu". Should this plugin have an option to do this globally, which is needed for themes which don't offer this ability?