I am sorry to say that "anonymous array" is actually a misnomer. It's not an array, it's a reference to an array.
Well, if we're going to be nitpicky, then that is not quite correct, and your examples aren't entirely equivalent. Although both $rs are references to arrays, in my @a = ('a', 'b', 'c'); $r = \@a;, it's not an anonymous array, since it has a name, @a (even if its scope is limited). In my $r = ['a', 'b', 'c'];, the array being referenced by $r is anonymous, as it never gets any name. So in the OP's example, it is in fact an anonymous array, albeit a reference to a reference to one.