Buffy became the Slayer because of unknown forces/destiny. Anya became one of the many vengeance demons because D'Hoffryn saw her performing impressive vengeance as a human, and she only lost her powers as a temporary punishment. While I believe Buffy deserves her powers and does the best she can do with them, Anya is questioning if someone else could have been a better Chosen One:

"But we don't know. We don't know if you're actually better. I mean, you came into the world with certain advantages, sure. I mean, that's the legacy. But you didn't earn it. You didn't work for it. You've never had anybody come up to you and say you deserve these things more than anyone else. They were just handed to you. So that doesn't make you better than us. It makes you luckier than us."

Anya puts into question the mysterious way Slayers are chosen, while Anya, who has a very practical mind, only experienced the gain and loss of powers from D'Hoffryn's judgment. It would be a valid question if Anya weren't implying Buffy is a bad leader/Slayer because of it.