Probably need some more info regarding link to site & mods installed, but I'll make some assumptions,
I don't think reviews by guest is stock ZC, you probably have the Reviews Updated mod installed? (
https://www.zen-cart.com/downloads.php?do=file&id=1442)
I assume the site in question is one of those in your signature - one allows guest reviews one doesn't. Is the mod (latest version) installed correctly on both sites (files merged/edited).
Of your signature sites the one that does not allow guest login has a URL rewriter mod enabled, can guests leave reviews if the rewriter is disabled? If so review the support thread for that mod.
Also review the support thread for the Reviews Updated mod.
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