Accessing the app with an anonymous usually means skipping the login, otherwise what would be the point of anonymous users? Or as specified in the Mendix documentation:

When Yes is selected, anonymous users are allowed. End-users do not have to sign in to access the application.

Read more about that here: https://docs.mendix.com/refguide/anonymous-users/

You can however configure a custom login page if you want to have some anonymous user specific funcionalities while also providing a sign in form.

With regards to your issue; did you check which user role you assign to anonymous users? And does that user role have any module role linked that has access rights to the buttons/microflows on the page you specified? I would start looking into that in order to solve this problem.

this is an security issue, make sure the microflow that called by button is have allow access role