These are two reason we don't have Thanks for anonymous editors: 1. Anonymous editors don't get notifications 2. Multiple editors often share the same IP address Problem #2 isn't as prominent as it use to be, but there are still many large companies and schools that connect to the internet through a single IP. I imagine that once IPv6 is widely in use, this problem will go away and we'll be able to turn on all notifications (including Thanks) for anonymous editors.
Ryan Kaldari