I think this is a confusing terminology which might have made sense in the time of Perl4.

perl 4 did not have references at all. Back in those days building structures, e.g. multilevel hashes, was cumbersome. One leftover of these days is the global $SUBSEP or $; (see perlvar). References were introduced with perl5.0 which was a big step forward.

update

Regarding the block you quote from perlglossary - that's why I said To get hold of an anonymous variable beyond a single statement, its reference has to be stored in a named scalar variable..

What the paragraph doesn't mention is that anonymous variables which are created but not stored somewhere keep hanging around, unaccessible, until their scope ends, i.e. their reference count is increased at creation time. Consider:

use 5.10.0;
$| = 1;
# make a scalar reference (blessed for DESTROY to be triggered)
say bless \do { my $x };
# anonymous scalar gone? nope!
say "done";

sub DESTROY {
    warn "destroying $_[0]\n";
}
__END__
main=SCALAR(0x55f1ce2d6450)
done
destroying main=SCALAR(0x55f1ce2d6450)
[download]

versus

use 5.10.0;
$| = 1;
{   
    # make a scalar reference (blessed for DESTROY to be triggered)
    say bless \do { my $x };
}
# anonymous scalar gone!
say "done";

sub DESTROY {
    warn "destroying $_[0]\n";
}
__END__
main=SCALAR(0x563bee102450)
destroying main=SCALAR(0x563bee102450)
done
[download]

This is arguably a bug.