Rule to create user on webform submission by anonymous user
It looks like your issue is about what is described in "Create entity fails when the user is anonymous" (which is an open Rules issue, current status = RTBC).

That issue also contains a patch (attached to comment #4 of that issue), which might help as a (temporary?) work around.

Note: another way to get it to work, appears to be to use the token [data:email-value-raw], as suggested in a comment to this answer (credits: olisb).