They both do a good job at follow, both use GPS and optical.
Anafi is smoother and more flexible, SD still needs work on smoothing out the flight path.
Anafi must be flown there is no obstacle avoidance. The S2 on the other hand is a dream I launch and forget, but I do keep my eye on it. This allows me to do other things like record in car rather than fly. The S2 is amazing at avoiding obstacles, even small branches, I'm still impressed.
The S2 is faster and I have followed at close to 40 MPH with it, Anafi's top speed is about 28 MPH.
The S2 can be aggravating, at higher speeds it flies higher and looks down on you, Anafi being a dumb drone will allow you to fly close the ground.
Anafi crashes well lol. It's light and my Anafi has ended up in many trees with falls to the ground and no damage; I don't think the S2 will fair as well.
Anafi is easier to use, the app is simple and launching a breeze. I boot up Anafi in my car and throw it out the window, then land it through the window. The S2 isn't hard to get going but more steps are required including clean the cameras.
I think they compliment each other so having both is an advantage today. If Skydio smooths outs the moves and shrinks the OA bubble it may replace Anafi but not yet.