By using the Flag module instead of the Commerce Wishlist module, you can take advantage of its facility to also display a flag to anonymous users. For that, refer to what's written in the community documentation of the Flag module, i.e.:
Flagging for anonymous users (even with page caching enabled) requires Session API.
Something similar from the README.txt:
Optional Installation
1) The ability for anonymous users to flag content is provided by the Session API module, available at http://drupal.org/project/session_api.
Be aware however that Session API isn't mentioned as a dependency in the Flag module either.