what is address=local? is this smtpd.sock?
As far as I understand it, yes.
(Which makes the first part of my original answer somewhat wrong. I was
thinking about something else while answering.)
I cannot understand in what moment connection automatically authenticates.
When you use mail, sendmail is used, which is smtpctl (see
/etc/mailer.conf). smtpctl uses /var/run/smtpd.sock to communicate with
smtpd. Connections via /var/run/smtpd.sock are (as you can see in your
logs) from local. This local connections are automatically authenticated.
As far as I understand, connections over IP (even from 127.0.0.1) are
never automatically authenticated, in order to prevent accidental open
relays.
