I don't actually know what mine's made of: it's encased in insulation and an outer metal casing. The issue is presumably that a pressurised tank is both very expensive to replace relative to an unpressurised one, and secondly the implications of corrosion-induced failure are potentially a lot more significant. FWIW the anode cost me £48, and normally need replacing evry few years.
This morning I bored the bloke behind the counter of the plumber's merchant with my tale of woe, and he said that many brands didn't have anodes these days, and were made (lined) with stainless steel or even glass. Vaillant, however (my brand), have always used an anode, and still do apparently.
David