I had an end user that wanted to use the anchors. The issue was that he wanted to reference some anchors on a different page. I showed him how to use the # at the end of the link to make it work.
My idea was to populate the anchor tag based on the link that you have selected in the link field. If no link is selected then populate any anchors on the page.
If so, I totally agree that enhancing the Rich Text editor with the ability to select anchors on separate pages – eliminating the need for this manually workaround – would be very useful.