With a SecurityManager configured and using GFSH over http, issuing a connect command without -
user or -password will appear to succeed, responding with Successfully connected to: GemFire Manager HTTP service. However if you then try to do anything in this session you will get an error Could not process command due to GemFire error. Error while processing command <list members> Reason : Error: Anonymous User.
It seems like it should fail on the connect.