Turns out it is an issue with permission for fetching the modal.  To fix you can alter app/client_controller.php starting at line 17 from
 
// Allow states to be fetched without login
if ($class_name == 'ClientMain' && (in_array(strtolower($this->action), ['getstates', 'setlanguage']))) {
    return;
}
	to
 
// Allow states and dialog to be fetched without login
if ($class_name == 'ClientMain' && (in_array(strtolower($this->action), ['getstates', 'setlanguage']))
    || $class_name == 'ClientDialog'
) {
    return;
}
	This fix will be included in v4.4.  See CORE-2850