I thought this was strange too at first, but after I thought about it some more, it started to make some sense. In general, there are two ways for people without an account to interact with a new user:
- Editing. Although most of the suggested edits I've seen made by anonymous users are civil (even if the edit itself is no good), there have been a non-negligible amount of edits that I've seen that are rude. I've even seen one or two edits that I would have approved, except the editor left a rude edit summary.
- Posting an answer. Most (but not all) sites allow you to go straight down to the bottom of the page and start writing your answer, even without an account (I think either a real or an unregistered account is created before the answer is posted, but at that point it's really too late to begin to show the indicator).
If we're going to have this indicator, having it always shown, no matter who is viewing the question, makes sense given these two points. It's also more consistent (and therefore maybe less confusing) from a UX point of view, and also simpler to implement this way.