On many sites, an unauthenticated user gets content faster since it's much easier to very aggressively cache unauthenticated content -- since there is usually no user-specific page customization (e.g., so the entire response can be easily cached via varnish). Additionally, if the user cannot modify state, the cache can be made more incoherent without loss (e.g., such that the cache is only flushed every few minutes; unauthenticated users don't often notice the stale data).
In some situations under high load, the same response from Varnish (which may only available to unauthenticated users) may be an order of magnitude faster than the application server, even if they're co-located on the same physical machine.