I noticed this with Drupal 6's core administration theme implementation. When an anonymous user navigates to http://example.com/admin, they see the administration theme. I really don't like that. I think they should see the default site theme with the access denied message if they are not logged in. Only authenticated users with access to the administration pages should be shown the administration theme. I don't know if this is something that this module could fix, but it would be really nice if that was the case.