Object-oriented methods are very much akin to anonymous subroutines. Polymorphism means that an object's methods can change without the calling code having to do lookups manually to see what routine to run. And that's VERY useful.
Also, think about perl's sort. Why set up a named routine just for a simple sort method? Ditto map and grep.
As well, iterators are very useful. Also, think about storing a routine that can be resolved later, rather than only being able to store a static value.
In the end, if you don't want to store anonymous routines (or even references to routines) that's your business. But having the option is way better than not having it.