I am also voting for this consistency improvement. This is really needed.
Right now, I am not able to set usergroup based permissions for categories which makes me rely on user's faith not messing up things.
You can hide a Media Gallery category from guests. I have a category and several child categories that are visible only you Registered users. You simply edit the category in the ACP and for "Usergroups that can view this category and its media" select the appropriate ones (in this case, Registered". Repeat for any child categories.