Hi there,
I had the same issue and been directed here first. Luckily managed to figure it out with the Live Chat support.
So, the issue is that the cookie for guest customer is not set.
This is caused by host settings or cache settings, you need to check it or ask your host to exclude the cookie yith_woocompare_list from the cache system.
If you’re on Wpengine just contact the live chat and they’ll do it for you.
Cheers