Yes, that topic has those anchor links, but that’s a topic that does not have the DiscoTOC.
But this topic has a TOC and does not have anchors: Beginner's guide to using Discourse Themes and this one does not have anchors either Setup DiscourseConnect - Official Single-Sign-On for Discourse (sso)
EDIT Hmm…this topic does have anchors: Discourse REST API Documentation