The weight of the chain (and ensuing swag) acts as a
shock absorber.

Oh? Ever have a boat with less windage that you AND two (count 'em, TWO) major
size CQRS (*each* twice the size of your anchor) and "normal" scope of all
chain pull down on you in 20 knots of wind gusting to 25 knots, when you were
on a proper rode?

I have.