Glimpse has policies that are enabled out of the box to ensure glimpse only runs locally and only when the cookie is present. I'm assuming since it shows up when you are authenticated that you have the cookie in place.
Given this, the next step would be to check that you aren't getting any Glimpse JS errors on pages when you aren't logged in. Also look to see if the Glimpse script tags are included at the bottom of the page or not. Lastly, it might be an idea if you turn the Glimpse logging on when you aren't logged in and we see which policy is failing.