The Federalist Papers were not anecdotes. They were philosophy. Anecdotes must be true to be of any consequence, so the identity of the author helps to verify the anecdote. Philosophy just has to be correct, which makes the identity of the writer unimportant.

Journalism has a long history of using anonymous sources so knowing the source is not a necessary item. In a lot of ways, I don't see as much distinction as you do between anecdotes and philosophy particularly with the writings of people who were talking about governing people.