Internally they can’t because guests all share the same user ID (0), so anything that is done by user_id (mostly things that @Paul B pointed out), can’t work for guests.
There is a note on the User group permissions page that permissions may only apply to logged in users, but this can be overlooked quite easily and isn't present onEdit usergroup (or any other place wthere permissions for this usergroup may be configured):
I therefore still think we need another approach to better communicate how permissions can be applied.
XenForo treats logged out visitors ("Guests") and logged in but unconfirmed visitors ("Members") somewhat equal - they both get their permissions from usergroup Unregistered / Unconfirmed.
So when editing this usergroup there are many permissions like
Use push notifiations
Upload an avatar
Upload a profile banner
...
that can (currently) only be applied to Members - they have no effect on Guests.
While it may be "logical" that some permissions can't be applied to guests, in some cases this is not so obvious and may cause confusion.