As it looks like Animate doesn't support the anchor point, I've come up with a wasteful but functional way to align the sprites to a central anchor;
In the movie clip in Animate, put a centered transparent (opacity 0% fill) square in the background that's larger than your frame contents (see attached screenshot; in this case it's size 128,128 and so at position -64,64). This forces the spritesheet to use this as the frame dimensions.
Then after importing the resulting sprite, set the anchor to 0.5,0.5. Now the anchor is in the middle of your movie clip.