Jennifer Zelazny just informed me of a bug which occurs when Role Scoper is configured to apply WordPress-defined (“WP”) roles in the Term and Object scope.
With Role Type set to “WP”, saving any page as private causes all pages to be are hidden from anonymous non-admin users. I plan to pursue a fix for this Monday. Since Role Scoper Options (WP Admin: Roles > Roles) are set to “RS” role type by default, this bug does not affect most installations.
update: It doesn’t matter what pages have been saved as private.