I performed some testing this morning on this question.
Based on the use case above, Anonymous users with Session Cals can do the following:
1. Session sharing (global setting and document level setting in QlikView Management Console (QEMC))
2. Bookmarks (global setting in QlikView Management Console (QEMC))
Anonymous users with Session Cals cannot do the following:
1. Shared object creation. Shared Objects like charts, graphs, text and list boxes require authenticated users or named users to create content.
The key to the use case is Anonymous more than session cal. If you used session cals with users supplying a user credential (either by web ticketing, header injection, or some other method) then they would be able to create shared objects.