I was thinkinh this problem and maybe find out an explanation.
The anemometer pulls the line low and releases it to high only when necessary during the data transmission. It assumes that there's a pull up resistor forcing the data line to high when it releases it. If there's not, it might stay at low.
I don't know, if this is correct, but another explanation didn't come to my mind. Is it normal that sensors keep the data line pulled low?