I'm not sure if this is a bug. However let me explain what I've found...
The intention is submitting an anonymous comment using the method wp_newComment. The method is checking if a user is logged in and if a registration is required for submitting comments.
Everything works fine except that it is not possible to call wp_newComment without providing username/password. Otherwise an error will occur in
$user = $this->login($username, $password);
If $user will be null in the next line an anonymous comment will be posted. But this doesn't help b/c $user = $this->login quits with an error.
Is there a way for calling wp_newComment without providing username/password? How can you achieve an anonymous comment using the xmlrpc interface?
For me it looks more as a design fault than as a real bug.