annonymous functions have no sense in GM:S, as there are even no normal "functions" you can define in code.
Whether a "normal function" gets defined in code
Code:
function functionName(params){functionBody}
or by creating a script resource with a scriptName and adding scriptBody with param/arg definition there, it's the same(taking about function declarations, not function expressions), isn't it? And how is the usefulness of anonymous functions bound to this anyway?
This whole thing is not about binding scripts/functions/code to objects. It's about being able to, for example, write general-functionality scripts like on_click, which code would be shared by all buttons and more gui elements(this is what scripts are for - "don't repeat yourself"), while coding the specific on_click_action inline because it might very well be different for every clickable gui element(This is where something else would be right, something more handy than the switch/case madness that occurs by utilizing the given tools...).
it just requires more code (and it can be a parent for others).
Now is the time to provide the motivated and very community-involved yoyo-team with ideas, suggestions and improvements for the new iteration of something we all love and will be using for years. At some point in the future, answers will be less like "We're discussing this right now internally, we'd also love it to be implemented" and more like "Yeah maybe in the next GM version WHICH WILL TOTALLY NOT BE NAMED GAMEMAKER 3!!", which is completlely understandable and normal, the later in the product lifecycle.