I thought staying was stupid for her. She no longer needed the money and it surely interfered with her purpose. Still, all things considered, it's a kind of stupidity I can accept, unlike a lot of other stupidity in season 7.
Oz leaving made a lot of sense to me.
Now if talking about the writers themselves, that's a different matter. Don't think it had anything to do with gender, though.
And just for the record, I don't really consider Anya a feminist (wedding vows and working outside the home aside). Avenging wronged women, especially those women who live conventional lifestyles (typically cheated on as opposed to passed over for promotion, for example) is not enough to make one a feminist. Even plenty of ultra-conservatives (especially male ones) who believe adult women are to be barefoot and pregnant might also feel inclined to stand up for a woman who had been so wronged, calling such cheaters and people who abandon their wives and all that all sorts of names. Even in the 80s, the Republican backlash against feminism of the 70s going strong, the Republican party voted overwhelmingly to impose things like child support on men who left their wives (granted, this wasn't strictly based on compassion for a suddenly single mother, but then neither were vengeance demons, especially one working for a man who had no thought of replacing that man or going off on their own as far as we get to see).