The anode is SUPPOSED to corrode away. That is how it protects the tank. If it is going away "too fast" that is proof that the water is, um, how to say this, "highly corrosive."
The purpose of a water softener is supposed to be to remove calcium and magnesium ions, which make the water hard. In practice, in most places, the main purpose of a water softener is to separate customers from their money. In any case, the presence of a magnesium anode will undo some of what a water softener does. But only if the water is highly corrosive. But if that is so, you very definitely want that anode present -- unless, of course, you WANT to have to replace the water heater frequently.
If your water heater and anode are on a different water supply than your neighbor, your experience can't be compared to his, any more than you can compare apples to roller skates.