Hm, they were created specifically to allow scripting on something that accepted more styling. When I read about them I believed they meant "thingies put on the page to run some script when clicked", as well as having a form input that could accept more styling (and elements inside).
In fact I would argue an anchor is not as good as a button on a page to run a script if you wanted to be more semantic: a button is activated by hitting the spacebar (usually) and runs some script. An anchor supposedly means "hyperlink" and should take you somewhere, and is activated by hitting enter (usually). So if you want something to run when the user activates it, and not take them somewhere, a button should be better.
We use anchors though because IE made life hard for buttons, like giving them big black ugly borders we had to hack around to get rid of. Wha!