Yes, guests do provide shipping and billing information in order to continue to check out.
And I have this macro on the master page (for testing purposes) so even up to "Step 6 of 6 - Payment", I can view source but it's empty.
So are you saying, even up to this last step, it still wont' get the information even if they provided in the billing and shipping step since they are 'guests'?
{% CMSContext.CurrentUser |(identity)GlobalAdministrator%}
returns "Public Anonymous User"