There is a difference between Aluminium and zinc anodes.
Aluminium film is not a problem (mainly the used Alu anodes looks like moon landscape), however when you have Zinc anodes, which have been used the season before, these have the "white layer" on it which must be cleaned up to the zinc layer (by grinding or hammering

) before putting in the water again.
I do not change them every year (have the Alu ones), however after 2 years perhaps they can have another year but looking to the risk, I change them than during winterstop.
Quite expensive for the 3 small pieces of metal, pay Eur 150,-- (equals > $ 200,--)
Hans