Let's just make sure you understand what the accounts and groups are and how they work.
Anonymous is the account used by everyone who is not logged in. It should be in the guest group only. You should not do anything to that account. If it is taken out of the guest group you get the message 'this board has no forums' because the visitors no longer have the permission of the guest group to see them.
When you ban someone, their account stays visible against their posts. You can see that here
Their account only changes to 'guest' if it's been deleted.
When you say 'when I type in the user name anonymous.' where ar you doing that?
If an account has been deleted, all of the posts they had get assigned to the anonymous account so that account can then have several posts to its name belonging to several users.
What about that would you like to change? It's normal behaviour.