We tried to build reader profiles in a way that can handle this nicely - you can choose on a per-subscription basis which publications to display on your profile and which you'd like to keep hidden. This is almost like an anonymous subscription although it doesn't quite support a fully anonymous commenting use case, since theoretically someone could recognize you from different comment sections.
One thing I could see us trying in the future is giving writers more control over who can comment and how, on their particular publications. Already, writers can choose whether to allow comments from all subscribers, only paid subscribers, or to turn off comments entirely. Allowing writers to choose to support anonymous commenting doesn't seem out of the question.