I have to disagree with that. I go into the unexplored system and will have up to four anomalies to scan at once. This is very efficient when there are a lot of other people in the exploration zone also scanning for anomalies. The biggest trick with going into the unexplored system is to not start the mission. If you don't go through the dialog the mission won't start and therefore there won't be any enemies to face. No enemies means you can get all the anomalies that exist in there.
I agree with that it really helps when you get a mission that's just scan 5 anomalies too.