Since the dashboard is not a regular page or space, I can't find any option to hide it from "anonymous" users (users that are not logged in to confluence).
How can this be done ?
You can't. It's a system page that should be accessible to all.
Restricting the main landing page for a Confluence is a really bad thing to do anyway. Giving users a landing point that's just a permissions error page with no useful content is incredibly unfriendly and off-putting.
You could change the "landing page" to be a page within a space though, then restrict that. But don't, because it will annoy your users.
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