The Widget Anchors go through different stages of initialization:

VARIABLES_LOADED Edit

At the time your frame recieves this event, its anchors are initialized to the values in the xml file.

PLAYER_ENTERING_WORLD Edit

When handling this event for a frame which parent is UIParent, World of Warcraft deletes all anchors and loads the layout data from layout-cache.txt. If the frame layout data have not been saved in the cache (the user has never moved the frame with the mouse), Frame:GetLeft(), Frame:GetBottom(), Frame:GetRight() and Frame:GetTop() return nil.