Check which rights the users in question have. Info abou that here: https://www.zenphoto.org/news/user-rights/
Also try 1.6.5b as there have been some fixes in that regard (although actually in another area).
The screenshot being French makes it a bit complicated (please always use English in the future ;-)).
You have enabled "Access all" (ALL_ALBUMS_RIGHTS) rights. "View unpublished" is for front end only (as our doc mentions) as the backend for management does not make any difference here.
If you really want to limit what users can see you have to define managed albums.