The boat I dived from on the North Sea a couple of years ago never anchored either. What we did is anchor a system of buoys to the wreck. The main buoy was maybe 150-200 litres and was directly attached to the anchor. A second buoy of maybe 20l was attached to the first and a weight was hung on a carabiner between them. This allowed the crew to judge direction and strength of surface currents.
The boat itself was never anchored. It uses a gps for station holding.... sort of auto pilot. It has a jet drive so no danger to divers.
What this did, which is different than all of the other North Sea boats, is to create a completely stable up-line for deco. On other boats we've used, the crew attached the main bouy to the boat and any movement the boat made caused the up-line to move up and down. This meant that you had to do your deco using a long-ish john-line so you could make accurate stops.
What this boat also has is a lift. As a diver, you can swim onto the lift at 2-3 metres depth and you would be hoisted onboard. WHAT A LUXURY.
Of course, the last diver to leave the bottom had to take the anchor with them. In fact, what we did is to release the anchor and drop it in the sand downstream from the wreck. The North Sea is a completely flat sandy bottom so no chance of the anchor getting snagged. The diver then went up the line doing his deco and once he was onboard they had a kind of airplane wing doodad that they dropped in the water. They would then drive in circles around the buoy and after a couple of rotations that thing had grabbed the line and hoisted the anchor to the surface.
Don't ask me exactly how it works, though. I was usually busy breaking down my gear while they were doing this. I really wish I had bothered to pay attention to this. It was very clever.
R..