I think back in the day, users would request the admin at that time to delete their accounts, but in order for the posts not get destroyed along so as not to mess up threads. The username of the account would just be renamed as anonymous.
I think you're right. I have found a more or less plausible explanation for the appearance of such users on the forum. I also hold this opinion because I found a post by theymos that confirms what you say.
When both the forum and Bitcoin was still very new, Theymos would sometimes honor requests to delete accounts and when he did this he would change the handle on all the posts they made to "anonymous"
The account that created that post most likely had his account deleted.
And here's what theymos writes
Deleting accounts doesn't mess up any threads, like
this thread. It just changes to anonymous, with no profile information. Post stays intact.
As you can see here, I only change the username to "Anonymous" on request.