Page security is determined by page view roles. If you have explicitly created pages with "All Users" then it would be strange to have some other setting that bypasses this and requires authentication, it is far better to change the security settings on the page to reflect your intentions than to have the pages configured to allow unauthenticated users and then some other setting to require authentication.
So if you have created lots of pages and don't want to update them 1 by 1 then:
1. backup your db
2. run this query:
SET AuthorizedRoles = REPLACE(cast(AuthorizedRoles as nvarchar(max)), 'All Users;','Authenticated Users;')
-- WHERE SiteID = yoursiteid if you have multiple sites
3. touch Web.config to make it clear the site map cache and reload with the new role permissions.
Hope it helps,