The anemometer consists of an impeller that contains a magnet, and there is a magnetic field sensor just below the impeller that reads how often the magnetic field changes. This is then calibrated to read the correct wind speed.
Since it is a magnetic field sensor, the sensor doesn’t know if the magnetic field comes from the spinning impeller, or from other stray sources such as transformers, computer monitors, or electric motors. Moving further away from those objects solves this problem and since those objects are also known to block the wind, you should probably move the sensor away from them on general principle.