Nope doesn’t make sense, just another edge case to cover really…will add anonymous_users to disallowed_groups for that plugin. Also highly doubt there are many sites in the wild with this plugin enabled, so not too worried about this being misconfigured at the moment.
I think that’s how I would generally handle this with these type of settings. We can also make use of the mandatory_values to make sure certain groups are always selected so you can’t end up with only anonymous_users in some places. Or make use of setting validations to say “you can’t choose anonymous_users without at least one authenticated user group”, and so on.