1) Post a thread as anon (more settings > anonymous checkbox)
2) Visit category where thread was posted
3) Note username is Anonymous but icon is "U"
User icon says "A" and thread is not posted under the logged in users account
User icon says "U" and thread is posted as the logged in user (the users name is just obscured) the post is not belonging to an anonymous user
Note: Thread is posted under the user's name it's not truly anonymous and author can still be discovered / exposed.