> []{}[]{}
means " **Not** different from the anecdote" → "Just as the anecdote says" (≂[]{})
[]{} is the negative form of []{}. The is the classical/literary negative auxiliary.
> Is this a set phrase or something?
Yes, you'd occasionally see phrases like , which mean almost the same thing as (just as rumored)(as the name suggests)
> Why is anecdote used here instead of something like rumors or stories?
You mean why the word is used instead of or ? It seems like they rephrased the []{} (myth, legend) in the previous sentence.