In windows, when you enter a filename like "file.html" at the command prompt or through a system call, the file extension is used to determine the default file handler. Just as "file.xls" will start excel, "file.html" will start the default browser. However trying to open "file.html#anchor" will not work, since that is not a windows filename.
If you use the the browser configured in the Edit -> Preferences ->Tools Browser setting should work with both a bare URL and a URL including an anchor. It may be necessary to use the -url option, although it sounds like using it is optional.