That could explain a lot more than just the anonymity. Priscilla was a Hellenized (Italian*) woman with a Jewish husband, Aquila. She'd lived in Rome, Corinth and Ephesus. She'd become soaked in Paul's thought in all three of those cities, and probably became acquainted with Johannine thought before Nero exiled the writer to Patmos. She'd either lived through the horrors of Nero's persecution or lived to hear about friends dying in horrible ways.
Luke says Priscilla knew how to lay out the way of God - not 'teach', not 'proclaim', but to expound. Luke says 'laid out', like the baby moses was laid out. It's the same word Luke uses when Peter recounts his experience at Caesarea, and when Paul expounded his way through the scriptures with Rome's Jews. That kind of instructive exposition fits the style of the Hebrews writer, who laid out her/his arguments more like relating a saga than imitating a sage.
And who among early Christian leaders, more than Priscilla, had known the wandering life of an exile? When the Emperor Claudius kicked her husband out of Rome, they moved to Corinth. P&A left Corinth to help prepare Ephesus for Paul, they left Ephesus for Rome after Claudius died, and they left Rome for Ephesus again some time before Paul's execution - most likely soon after Nero's persecutions began. That's a lot of personal transition for the ancient world, and it must have brought some personal sensitivity towards the themes found in Hebrews.
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I now+ see this suggestion - that Priscilla wrote Hebrews - has been made before, and I'm not surprised. By whom, and for what reasons, I've not yet ascertained. Intriguing, though. Don't you think?
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*Most Greeks were never Romanized, but all Italians had become somewhat hellenized after the 2nd century BC.
+Post originally written for 9/17/10
Bill Heroman, Amateur Academic