Hi,
I will add a config option for the next release coming soon. The new setting will be named NewPagesVisibleToAllUsersByDefault and it will default to true but you can set it to false and this will keep it from automatically checking the "All Users" role when creating new pages.
In the meantime an alternative solution is to find this in Web.config:
<authentication mode="Forms">
<forms name=".mojochangeme" protection="All" timeout="50000000" path="/" cookieless="UseCookies" />
</authentication>
and change it to this:
<authentication mode="Forms">
<forms loginUrl="Secure/Login.aspx" name=".mojochangeme" protection="All" timeout="50000000" path="/" cookieless="UseCookies" />
</authentication>
<authorization>
<deny users="?" />
</authorization>
That will force login in order to view any page, though it may not work correctly if using folder based multi site installation.
Hope it helps,
Joe