On the KB article Assign Space Permissions there is a bullet point in regards to 'Anonymous Access' that reads:

Anonymous Access - this is where you grant permissions to users who are not logged in (essentially making the space public). Note: allowing anonymous access in a space will allow all logged in users to see that space, even if your site is not Public.

In regards to the note (allowing anonymous access in a space will allow all logged in users to see that space, even if your site is not Public) it would be ideal that this point is visible on the space permissions page inside Confluence.

Alternatively, adding an information bubble or a popup near the 'Anonymous Access' permission once it's been ticked (but not 'saved') that mentions that the space will be visible to 'all' logged in users once the permission is set would also be viable.

The goal here is to increase visibility for admins that may not know the possible outcome of updating that specific permission and accidentally reveal a space that was restricted.