I think a store/vendor who sells anomalies for dilithium would be the simple/cheap option.
But actually intregrating it into the crafting UI is the superior option, IMHO, in part because it means that people selling anomalies on the exchange have no direct competition from Cryptic. Because someone who is crafting and doesn't have the anomalies wouldn't ever actually have the anomalies in their inventory. They'd just pay one fee at the crafting table to ignore the pieces they don't have.
This gives Cryptic a broad range of controls in the future in terms of how and where anomalies come from, which still allows a form of price setting... but atleast assures us of an in-gamealternative. (For instance... Maybe they could add the legendary/orange quality gear at Mk. XII and it could require anomalies that come from Elite STFs and Elite mode missions. That's something casualplayers might prefer to spend dilithium on but it doesn't influence existing gear or make it dilithium only.)