The discussion forum is setup so only registered users/members can participate in the discussions. If you wanted to give them access you would have to set-up a free site (or membership level) and require members to register.
There are lots of reasons why the forum is available only to registered members. In a public forum, there wouldn't be any way to identify who is posting a message because they would not have a username.
A public forum is also open for spammers to send any message they want and use your site for exposure.
For a lot of MemberGate owners, the members only forum is a big part as to why their members join their sites. You wouldn't want to lose the revenue of your members who join your site for your discussion board (and the revenue of potential members who want to participate in the discussions).
If you wish, you can set up a free member plan and limit access of that plan to the forum(s) that you want them to be able to get to.
This tutorial can assist with setting up the free plan: