Rorschach's mask turns into jagged parallel lines that go straight down his face. The patterns, one can eventually notice, aren't entirely random. They do form similar patterns during the same emotional state over and over again. Right now, he's bristling with anger like a grouchy alley cat. He abruptly disappears. Don't worry, Ghoul, he hasn't gone far. He reappears right behind the werewolf, growling out three words in his ear. "Don't. Like. People."

It's as simple as that as to why Rorschach doesn't have an anchor. He's seen the worst of humanity and has no desire to interact with that scummy underbelly. In response to Ghoul's question, he shrugs. "Dunno. Got to get along with someone. See them a lot. Be friends?" This last is asked as a question because he really doesn't know what makes for a good anchor.