Currently userpoints are never logged for the anonymous user 0.
I think there are use cases for logging points for anonymous.
There are sites where anonymous users are allowed to add nodes, comments etc. (things that points can often be tied to).
This can be useful for tracking things that anonymous users are doing in relation to authenticated users.
It wouldn't be useful to everyone and it also isn't super scalable in that if your site has a lot of activity the user points transaction table could get enormous, but for some cases it could be useful.
Maybe there could be a setting that allows enabling it, although it would probably be better if it were a less generic setting, which means maybe it can be a new (optional) param passed into userpoints_userpointsapi, and modules that utilise that function can have additional settings that allow recording points for anonymous.
I can't see any negative to adding the ability as it would be entirely optional and the code change to userpoints would be very minimal.