I've done enough searching to know that this doesn't currently exist for Sway, but are there any plans. My department is warming to Sway as a platform, but the inability for us to send internal emails that break out each of the different stories on a Sway page is a dealbreaker.
The only links I have found to "suggest a feature" pages were broken, so I don't even know where to put a suggestion in the box. But I just want to note, publicly, that this omission is pretty bad as it would function as a step-stool for orgs who are wary of departing an email-centric environment.
My hope was that the accessibility of each of our 'issues' - and the fact that we're 100% IN on SP365 (migrated almost the whole org in about 2 years) would eventually retrain people away from email. But as it stands we can't do that unless anchor links are deployed.