In our DEMO: the prices get line-through if there is a discount and there is no TAX for anonymous users. But if you add some product, go shopping cart and login with username:DEMO password:DEMO the TAX rule will applied all products (we did the same thing in our DEMO, TAX (9.25%) are applied to product, if the user is located in California).
If you notice this in our DEMO, the discounted prices get line-through no matter the user logged in or not, and no matter the TAX is applied or not.
I am sure it has to do with the VM configuration. As far as i can see from the screenshots you are providing, i don't see anything wrong. It is pretty same in our DEMO as well.
One thing, in one of the screenshot, you can leave the "shopper Groups" completely empty. Which means, you are not filtering it, so that rule will be valid for ALL users.
Maybe in one of the other sections, you have just chose "default" but forgot the "anonymous" so it is hiding the price which was supposed to be "line-through".
I really don't know where it might be. I did run lots of test in my local machine and couldn't find an option that hides the price when "not logged in" but shows again when "logged in". And i agree with you, it must be a very simple thing that we are both missing.
Keep this in mind that, the prices that get line-through are called:
PricepriceWithoutTax = when there is no TAX at all
PricebasePriceWithTax = when there is TAX
In your case, you are saying the crossed prices are hidden when not logged in, and you have TAX rule for specific locations. And crossed price (retail price) are hidden only when "not logged in" Which means, the "PricepriceWithoutTax" is hidden. But this brings dilemma, because you also said, if the user is logged (no matter what the shipping address is) the crossed prices are shown. But the prices are called PricepriceWithoutTax or PricebasePriceWithTax no matter if the user is logged in or not. All depends on if there is TAX or NOT. This is the part that i am confused. Normally, if the crossed price don't get shown, it should have depended TAX not the login status. Understand what i am saying?
Just play around with the configuration. I am sure one thing will fix this problem (if you haven't modified the PHP file that come with our VM Template)
And if you have done some customization or modification on any PHP file that comes with our VM Template, please also try to use the original files.