Sometimes yes, sometimes no. Anthologies are great if you have a themed based campaign. Ghosts of Saltmarsh being a great example. The adventures (outside of the 3) aren't really related to each other at all, but, are all nautical. Candlekeep Mysteries goes a long way further by presenting really short adventures - most of them can be done in a single session or maybe two sessions. They're more along the line of a product that you would mine for side quests rather than a unified campaign, particularly since virtually none of the adventures actually reference any of the other adventures.
On the other hand, you have the Mega-dungeon. A single (albeit really bit) location where the entire campaign should be about this single place. Anthologies aren't really the way to go there. Rappun Athuk or the new one from Kobold whose name I forget. But, in that kind of much tighter campaign, a campaign book is probably better than an adventure anthology.
It all comes down to what is the goal of the book.
