Hi,
Sure man. What we have here it's kind simple. Both, anonymous mode and ufw use same way to protect your system, we call them "iptables rules". When you run anonymous mode you push extra settings to your iptables security settings. You need to learn about iptables to see what is going on on your system when you do that, but some basic stuff is to check rules your are using from your terminal.
Anonymous mode will try to overwrite ufw rules, and ufw will do the same because it's running as service, and even when anonymous clean up iptables rules, ufw will push them back to do what he is made for, to protect your pc.
Because of that, you trust our iptables settings for anonymous mode, or you don't. But I will assure you, Tor devs said me that our settings are good, because we push all traffic over Tor, tools and browsing.
It will be nice for you to read this old school online book (just this part for your case):
http://www.oreilly.com/openbook/linag2/book/ch09.htmlAnd to kick your knowledge to next level from
https://www.nostarch.com/, book
https://www.nostarch.com/firewalls.htm. And 2nd source is packtpub.com.
Hope that now, you know much more
