I would have thought that, aside from Halloween / Seasonal anthologies (which DC appear to still do, I haven't checked on Marvel lately) the issue with a good anthology (in my opinion anyway) is that it needs to be able to surprise. There has been so much done with these characters already it's quite difficult for someone to do their own unique / original take on them, let alone in a very short time period.
You are also playing around with reader's pre-existing knowledge of iconic characters (which can at times work well for example in "Whatever Happened to the Man of Tomorrow") however it can at times also feel like unnecessary baggage I would have thought: "I just want to tell this story about an everyman in Chicago when a Demon appears in the Street". It might be that there are too many fantastical elements at play already - if a demon appears in a world like Marvel or DC where everything is fantastical people may not react in quite the same way we would. So perhaps it's about being more "life like".
Just a couple of thoughts really. It's not to say that they can't work. They can at times, and very well, however if they became commonplace it would be more and more difficult to do a "fresh" take and consequently the quality of the work would deteriorate. So there needs to be some time between them so that they are relatively rare so that when they land they are more "special". So I understand restricting to seasonal issues, quite smart.
Just initial thoughts really.
ADRENALINE SHOTS COMICS
Sci-Fi & Horror Anthology Comic