When dying to an exploding respawn anchor the death message used is the same as when dying to a nether bed explosion. This message leads to a bug report (MCPE-28723) to show the player that what happened was intended behaviour. That might be confusing to some new players, as this new block isn't mentioned in the report.
I don't know... If there were another bug report to link for that kind of death... Like this one? Haha just kidding... UNLESS!! 😳
To reset your spawnpoint in the Overworld, use a bed, this is intentional.