For the longest time, I believed it wasn't necessary. But, if I'm mostly on the E and A strings, I'll anchor on the E string instead of the pick up. When mostly on D and G strings, I anchor on the A (and move it down for occassional notes). For more than a couple of notes, it's really helps. For example, playing For Whom The Bell Tolls by Metallica. Intro riff is way up high on the D and G strings, with a low E played after. In that case, I anchor it on the E, play the riff on the D and G, and hit the low E with my thumb. I had a huge problem constantly hitting the D string when my thumb was anchored on the pickup.
On the other hand, my hands are really tiny, so it helps me a lot. Maybe not so much for others.