The latest opponents to discover that the hard way were Ulster Ravens, who swaggered into Burns country at the weekend, scored a try before the majority of spectators were comfortable in their seats, and were subsequently blown away by the Scots, who surged to a 41-22 victory in the British & Irish Cup.
It was another impressive scalp for the reigning Premiership champions, who responded to their rivals levelling matters at 15-apiece, early in the second period, with some terrific expansive attacks, which yielded a string of tries, including a brace for the mercurial Ross Curle. Yet, as Anderson admitted, if there was elation at the finish, it was accompanied by frustration at the fashion in which they have relinquished their grip on their domestic title in the last few weeks.
"We had lost three games in a row, and were determined that we wouldn't lose a fourth, so it was great to be able to end the sequence against a side of Ulster's quality," said Anderson, who relishes these cross-border contests. "They underestimated us, and didn't seem prepared for how we ran at them after the interval, but we were well worth our victory by the end and [Glasgow Warriors'] Scott Wight was an important figure in the success story. Personally, I love this tournament: it brings us and our supporters closer together, we get the opportunity to go to places which we would never otherwise see, and it builds up a tremendous sense of community spirit at the grassroots.
"We might not have a chance of progressing from our group [Cornish Pirates have a nine-point lead in the table], but if we can regain momentum, and use this a springboard for the Scottish Cup, it would be brilliant to have another crack at reaching a Murrayfield final next year.
"The annoying thing is that, in all the years I have been here, I think this is one of the best Ayr teams with which I have been involved. But we have made silly mistakes in the Premiership and little things have worked against us. We knew, from the outset of the campaign, that we would be the team everybody else wanted to beat, and Heriot's have done it home and away, and deservedly so. However, losing to Gala was a sore one, and we realise that they are probably too far in front for us to catch them up with only five games remaining in the league. We will keep giving it a go - we never do anything else at this club - but, from now on, it is about challenging as much as we can in the cup competitions and building the foundations for next season."
The Scots will face the Ravens again , at Deramore Park on Friday, in what promises to be a tasty encounter, but even though Anderson feels the same irritation about the stop-start nature of the current Scottish structure as many other people, he recognises that he and his colleagues simply have to knuckle down, focus on their priorities, and keep arguing, behind the scenes, for a more sensible fixture list.
"Ulster's president spoke to ours after the game and he told us he didn't expect many changes to the Ulster team for the return tussle, so it should be a genuine test of where we stand," said Anderson. "It's unfortunate we have slipped out of the Premiership race . . . and the season does feel a bit fragmented at the moment. But we have tasted success before in the cup and we would love to do it again.
"The best thing about it is that you might win the league anywhere - in Hawick, in Stirling, places which are miles away from Ayr - but in the cup, you are presented with the trophy at Murrayfield and, whenever we have been there before, our fans have packed themselves onto buses and come to Edinburgh to cheer us on at the national stadium. It is special and we will be doing our best to savour that feeling once more."