Why does it need to anchor itself? It's not like it will blow away?
Firing the harpoon would also be enough to launch, but at least the hook would grab the surface and pull the lander back down, giving enough pull to drill viable long-term anchors.
See this video that explains how Philae foots work: https://www.youtube.com/watch?v=-77-Z_DHTlY#t=84
ESA says it landed gently on the surface: https://twitter.com/esaoperations/status/532575615527170048