When you talk about "anonymous access for preview" I always sense the requirement, that some this is part of some approval process. And it is definitely not easy to implement your requirement directly unless you want to give read-access to anonymous on your authoring instance (and I doubt that you want to do this).
When you have SSO already in place, there should not be any necessity to open your authoring instance to anonymous, but you should be able to add everyone to a read-only group in AEM (with "everyone" meaning every person which should be able to check the preview). if you give these users a link to a page in AEM author, they could get directly see this page (if you have the proper setup they might not even be required to enter their credentials).
This might be an equivalent solution to provide anonymous read-access, but in a more controlled and controllable way, without opening the system to literally everyone.
Then everyone can preview your pages in author .. is that what you want?
In your case I would rather implement an SSO solution,then any link to page inside AEM author will redirect you to login, perform the login automatically and then forward you again to the page. If you provide sufficient permissions the user cannot edit the page but just preview.