This behavior is inconsistent, and because of this I had to choose some buttons to be visible to guests and some not. Unfortunately, having only a few buttons at the top (LINKS, PHOTO, FORUM) visible to guests makes it look like there is little available to do on the site. But if I show other buttons (EVENTS, MEMBERS, etc), guests can see that content rather than getting the "You don't have permissions" message.
Makes no sense to me...