The idea of the anointed one is as old as recorded history and recorded literature. But we should remember that this idea exists in the context of societies in which everyone has a specific role to play.
The rejection of this notion that everyone has a place and a role and a responsibility in the community is very recent. Its demise has greatly favored the smart and the strong and has forced many of the less capable to the margins and into despair. We tend to forget just how anomalous the highly individualistic society we have built in the the annals of human history.
Within a society in which everyone has a role, some roles are determined by birth and by sex. Some roles must be chosen or people must be chosen for them. Such people -- kings and priests, for example -- must be formally inducted into their roles, which often takes the form of literal anointing. In Christian baptism, the child is not only washed, but also anointed. Anointing is the ceremony of initiation of membership and all the rights and responsibilities that go with it.
But sometimes in life, and often in stories, the supreme task falls outside of the normal roles into which the community anoints its members. The hero, after all, must leave the normal world and cross the threshold into the other world. Who decides who is the one to take on this role? Who anoints them to this task?
Often the answer is, the gods, or some secular substitute for the gods (gods in disguise). But as anointing is the sign of one's membership and one's assumptions of a role and its responsibilities, there must be evidence of anointing for this role also. And if the gods anoint, then the person they anoint must bear some sign of this anointing; some mark where the finger of the god has touched the mortal flesh.
Our lack of assigned roles today is taken and celebrated as a sign of freedom. But actually, it is a source of grief, confusion, and pain to many. So many people struggle to find a place to fit in. Loneliness is epidemic. This creates a particular hunger, I think, for stories of the old ways, the old customs, in which everyone had a role to which they were anointed, for which they could be valued, and the requirements of which they could confidently fulfill.
We love the anointed hero because, secretly, at least, we long to be one.