Actually, I spoke too soon. I realized there is a way while answering another question.
When anonymous posting mode is enabled, a new anonymous user is created. This user automatically gets an account with a fake email address. The email address domain has anon prepended.
For example anon.community.example.com
You can use this domain to automatically assign anonymous users to a group (this is an option when creating a new group).
So you could create a new category and edit the permissions so that only that group of anonymous users can see/reply in it.