This is the same problem I'm having. Even though guests can't comment, the form is visible, when a guest uses the form, the comment looks like it's accepted, the advertiser gets a notice that starts out
" has posted a comment about the following ad:"
with no username and a link to the ad, of course there is no comment there.
This has been happening all along, and it's still happening and reproducible with the 3.03 code.