I think the answer may be a mismatch in the defaults. I had exactly the same behaviour with Beta 3 - it showed the fields in the checkout form, but the settings page showed the checkboxes unchecked. On a whim, I submitted the checkout settings form, and the fields went away on the checkout form for anonymous users.

I think the underlying problem is that the checkout form defaults to showing them, but the setting page defaults to having the boxes unchecked. As soon as you submit the form at least once, they match up, but until then there's a disconnect.