Giving it thought, I can come up with arguments that are both for and against this idea, but my naivety and newness to the language impairs me from reaching any conclusions as to why this would be good at a technical level.
I use anonymous functions for three reasons:
I do try to avoid deep nesting of anonymous functions because that can be hairy to understand and read. Usually when that happens, there's a better way to structure the code (sometimes with a loop, sometimes with a data table, etc...) and named functions isn't usually the solution there either.
I guess I'd add that if a callback starts to get more than about 15-20 lines long and it doesn't need direct access to variables in the parent scope, I would be tempted to give it a name and break it out into it's own named function declared elsewhere. There is definitely a readability point here where a non-trivial function that gets long is just more maintainable if it's put in its own named unit. But, most callbacks I end up with are not that long and I find it more readable to keep them inline.