Yeah, that's a key difference.

Pseudonyms allow you to be a known anonymous person. You can basically create a persona online and people will know that and know how to interact with you. At least a part of you, the one attached to that persona. IRL you as a person contain multiple personas that you choose to reveal to different people.

Being anonymous is useful for certain things, but of course it doesn't allow you to create any kind of persona, because by definition everything done anonymously is a one-off.