I think it's just to make things seem more serious. They were hyped up and everyone freaks out about them, then it's real scary when they're brushed aside like nothing. It's a storytelling strategy which also builds up the main characters.
Think about it, what would we need any of the main chars. for if the Anbu could handle everything? It also makes the heros look better when they can handle something the Anbu can't.
It's also kinda' like the kunai knives and shuriken, they're always being thrown and people constantly train with them, but in the battles they're always dodged. The point is to look cool, not to be effective.
Sources: I've studied the art of storytelling.
