This is a use of "anonymous" that is unfamiliar to me. Do you mean something like "untraceable"? For example, when non-profits credit an anonymous donor, they know who the person is. In that more common sense of the word, Wikipedia's anonymous edits are indeed anonymous: they are published without a name attached.
Anyhow, that seems besides the point. All HTTP requests come with IP addresses. That the police might be able to trace them back to a house eventually does not say much about either Wikipedia (who would give up an IP address with a warrant whether the edit was for a named account or an anonymous one) or no-user-account systems in general.