DefaultUserAccessor#addMembership fails if Anonymous can't use Confluence

If a custom authenticator tries to addMembership for a user that is logging in (a common scenario for SSO authenticators) and confluence global permissions don't allow anonymous to use confluence the addMembership call fails with:

com.atlassian.confluence.core.InsufficientPrivilegeException: User [Anonymous] does not have the required privileges.
	at com.atlassian.confluence.user.DefaultUserAccessor.addMembership(DefaultUserAccessor.java:81)