Would the word be more interesting if it was pronounced like synecdoche?  Like conceptual writing the anecdote is often given short shrift, under-valued in literature, where some of the best moments are such asides, the anecdote that makes the reader meander. Relegated to the gutter of newspaper and magazine filler (like poetry?) the anecdote is misunderstood. A piece of shattering prose cut away from the constraints of conventional fiction the anecdote is just too much fun to be taken seriously even when it’s exceptionally well done.