Gabriel-
This would defeat all caching, we use 'Vary: Accept-Encoding, Cookie'.
Yes, if we want to allow anons to set preferences, we'd have to think about ways to integrate the cookie system into the cache. That'd be a longterm project.
But for vandalism prevention alone, we don't need that. We can just set the cookie on the "edit" page, which is not cached. Remember, the only action we need to require the cookie for is saving pages.
Regards,
Erik