Non Active Directory users are able to access Internet

Hi,

We are using Transparent Mode with Active Directory SSO so that only AD authenticated users can access the Internet. Everything worked as I expected except that few machines which are domain joined but local users are logging into those machines. As desired they cannot browse the Internet as it asks for User name & password but any application like google drive can access the internet without authentication. Even if such users open the browser (IE) and search any term by directly typing in address bar, IE displays search results but when they further click on search results, it displays authentication page.

But concern is how come they can access first page and how applications installed on those machines are accessing Internet. When I checked web filter log, it showed ad user as blank. 

Does it means that any non-ad user can access applications listed under Application control without authentication.? Is it a loop hole or I am missing something?

Thanks