That is, in a word, weird. Now, the anode rod ONLY when new, and only from the OEM, might be an aluminum tube, or magnesium tube. If that is the case it would have a much different fitting on the top that would accommodate the TPR, unless it's a proprietary TPR. In any case, if you wanted to change the anode rod, you'd probably be SOL as you have to get replacement models as there is rarely any headroom in which to insert a new one.
I believe our creator intended the anode rod to be inserted by itself into the top and the TPR out the side. Period. Anything else is heresy. LOL.
The last one I bought as a replacement was a series of magnesium rods cast around a stainless steel rope, all fitted to the plug; not exact but similar to this...
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