We have used a fender tied with a short line to the crown of our anchor when in side channels of the Columbia River where there is much ancient logging debris (iron monger-y, rusty cables, and timbers) in the bottom mud. I have not lost an anchor yet but have seen another cruiser lose his, nearby.
Using an anchor float, IMHO, is not an 'always' or 'never' sort of solution -- it just depends on the location.
Fun memory: I was anchored in Warren Slough when a neighbor boat had a small Danforth down and could not haul it up, so a helpful couple in a heavy Hans Christian 38 offered to transfer the line to a
primary winch and crank it in...... after heeling their heavy boat over noticeably, the line line finally had to be cut... and the anchor is probably still there, several decades later!