May be like this issue, the Anymal display also miss some parts on MeshCat.
import example_robot_data
import time
# Loading the anymal model
anymal = example_robot_data.load("anymal",display=False)
# display in MeshCat
from pinocchio.visualize import MeshcatVisualizer
robot = anymal
q_max = robot.model.upperPositionLimit.T
q_min = robot.model.lowerPositionLimit.T
q0 = (q_min+q_max)/2
viz = MeshcatVisualizer(robot.model, robot.collision_model, robot.visual_model)
# Start a new MeshCat server and client.
viz.initViewer(open=True)
# Load the robot in the viewer.
viz.loadViewerModel()
viz.display(q0)
time.sleep(10.0)
displays:

May be like this issue, the Anymal display also miss some parts on MeshCat.
displays:
