A first possible solution is to give the "View any product of any type" permissions to anonymous. Here is a relevant screenprint about it:
Another solution is to disable SQL rewriting within the Advanced > SQL Settings section of the view. This can have security implications if your using contextual or exposed filters. So make sure that your filters or contextual filters (i.e. relationships) are properly limiting access.
For more info, refer to comment nr 5 or comment nr 6 of the issue about "Views results empty for unprivileged user when using Relationship: Content: Referenced Product"