Yes I definitely agree with you, [MENTION=11943]VaderSpike24[/MENTION]. I actually chalk it up to the phenomenon of characters changing noticeably after they are fleshed out more by the writers and it's decided exactly who they will be, based on where the story is going.
I can think of a lot of examples of this in other tv shows, and I'd actually say that Btvs and Angel are usually not guilty of it, with Anya as the exception. I'm trying to think of examples but am sort of drawing a blank. I think maybe Joey from "Friends" is a good one. In earlier seasons he isn't so helplessly clueless--just sort of a player with a heart of gold who just doesn't happen to be the brightest bulb. By later seasons he is basically painted as a 4 year old.
I think, in addition to all of this, the fact that Anya was originally supposed to be sort of a "monster of the week" but ended up joining the scooby gang sort of facilitated the change, based on the direction the writers were going. They decided they needed a character in the group to take on that "clueless to humanity" for a laugh role--we had it with Spike but he was desperately trying to figure it out while Anya happily resisted it which lead to some humorous moments.
"Triangle" is a great example of this contrast: throughout the episode we have Spike trying to get on Buffy's good side after he realizes that she might be upset at him for outing Riley. But what do human beings like and expect from others? Not feeding off a disaster victim, to him, is a huge deal but of course Buffy is less than impressed. "What's it take?" he asks. Then we have Anya: "Giles! She's pretending to me be! Make her stop." "I couldn't know if I couldn't drive until I tried, could I?" "Oh! I know that this is! It's peer pressure! Soon you'll make me have drugs..." "She's referencing literature I couldn't possibly know," etc. She's shamelessly separated herself from human culture and humanistic interactions and instead of trying to blend herself in or question why she is such an outsider, she gets upset and offended by the fact that they don't understand her. I think that, for whatever reason, the writers decided that they needed this contrast among the two demons who had worked their way into the scobby gang--in effect it created sort of a neat balance. On one hand we had the demon who was accepted by the others more readily because she was human by composition, but who resisted the idea of humanity until the very end of the series. On the other hand we had the demon who was rejected by most members of the group because he was not human by composition but was desperately trying to be accepted and attempting to change himself despite his composition, eventually resulting in him going to get his soul.
Sorry for that ramble but to sum it up: Anya acts differently because in later seasons the writers needed her to. 😉