Spam coming from EOP IP Address

Question

A year ago Microsoft told us to whitelist some IP address so there Exchange Online Protection (EOP) could talk with our on prem server.  https://docs.microsoft.com/en-us/office365/enterprise/urls-and-ip-address-ranges#exchange-online

Now it looks like some of those IP addresses are using our exchange server as a SMTP gateway. 

We have an internal gateway with internal IPs that can use it as an SMTP server.

Should I remove Anonymous users from the Default Frontend? Or am I missing something else?