As with most issues involving English spelling, there is no right or wrong here, only preferences that vary substantially by region, by publisher, and by writer, so much so that is easy, maybe even trivial, to find living counterexamples of any posited general rule here.
But in general, British publishers tend to be more tolerant of the hyphen than American publishers tend to be. Many American publishers forbid the hyphen except when the word following is capitalized, as in anti-American or anti-Semite, or when you would form two vowels in collision, as in anti-immigration. (You never seem to see antiïmmigration, though; it almost looks like someone has smudged the page in this font.)
Otherwise American publishers tend to prefer versions like nonnative, nonnaturalized, nonzero, antilogarithm, antiperiodic, antisocial, antitrust. However, with individual writers not forced to conform to any particular style guide, usage varies.