Thanks everyone for your additional feedback. The engineering team is working on this as part of Skype & Teams convergence.shawn hart commented
We have halted our conversion from skype to teams because of this issue..
At this point, screen sharing is enabled in our desktop client, but not web client. (in general, not just anonymous/guests). Adding browser support is in progress.
Please comment if you are using the desktop app and are still unable to do so.
I will keep you posted once available. Thanks.