Atlas Shrugged is sometimes called the "Bible" of Objectivism because of its preachiness. Rand's comprehensive philosophy of Objectivism is laid out in the novel, and illustrated by the actions of the characters and the consequences that flow from their actions. You can read her nonfiction to just get the philosophy, but by putting it in a novel she demostrates the philososophy in action and (I think) proves it with concrete illustrations. Many philosophers write books that may sound good on paper, Rand demonstrates her philosophy works in real life, and characters who think and act otherwise -- well -- get what's coming to them.
There's nothing wrong with preaching if what you're preaching is true. There's a 57 page long speach (!) John Galt delivers on the radio to the country in which he explains everything and puts all the bad guys in their place. It's worth its weight in gold. But yup, its preachy.
Concerning Anthem, there are other dystopias that illustrate the evils of various forms of Collectivism but Rand's, as usual, is not just interesting, it's True. For example, in the other novels, the Bad Guys run their societies successfully using whatever version of Totalitarianism they choose. The readers are misled into taking as a "given" that Totaltarianism works, albeit brutally. "They make the trains run on time." In Anthem, the totalitarians run a society that doesn't work. Everything has reverted to the lowest, most primitive state possible. That's the kind of insight you get with Rand. If society abandons reason, things don't work.