You are right - we have reproduced the problem. Unfortunately the fix have something to do with the dynamic links, therefore we cannot provide you with an immediate fix.
There is still a way to have achors in the links, but you will have to use the default dialogs of the RadEditor. Please check the following forum thread - http://www.sitefinity.com/support/forums/sitefinity-3-x/general-discussions/missing-link-manager.aspx to understand how.
Apologies for the inconvenience. We have updated your Telerik account with some points.
the Telerik team