What is the design decision to lean towards not returning an anonymous types from a method?
You can return an instance of an anonymous type from a method - but because you can't name it, you can't declare exactly what the method will return, so you'd have to declare that it returns just object
. That means the caller won't have statically typed access to the properties etc - although they could still pass the instance around, access it via reflection (or dynamic typing in C# 4).
Personally I would quite like a future version of C# to allow you to write a very brief class declaration which generates the same code (immutable properties, constructor, Equals/GetHashcode/ToString) with a name...
There is one grotty hack to go round it, called casting by example. I wouldn't recommend it though.