The wiki I am most active on is struggling with that too. I have noticed that recently, anonimous users became able to post on the new message walls (and even trigger notifications). So you can make an alternative account and use it's wall as a forum board.
Edit: Also, there are Wiki-style forums which are open to anonimous users. They are not as convenient and intuitive as the retired forums but you may get used to it.
HumansCanWinElves, I decided to test what you said about message walls. It turns out anons can now also post blog comments as well. However, it seems that you still can't:
Use Special:UserProfileActivity to view an anon's social activity
Click their name in posts to get to their profile/activity or even see who they are (i.e. their IP address)
It appears that the only place to view their activity is on Special:SocialActivity. I assume that keeps logs for only so long so that means there is no accessible permanent record of an anon's social activity at the moment. Is there some other admins tool I am not aware of the solve this issue?
Me and others noticed that as well. If I recall right, the avatar picture on anons' article comments leads to their non-existing profile, that can lead to their contribs by altering the URL, but no UserProfileActivity available. The avatar picture on anons' MW messages leads to an actual MW under the name Null - the only MW on UCP without an associated user, as far as I know.
Wiki-style forums are not a feature like Special:Forum and Discussions... you need to sometimes create your own templates and and add boards, if you want anything beyond the default set at Forum:Index.
And yes, it is complicated. FANDOM thinking Wiki-style forums were a plausible replacement for Special:Forum for many admins was just plain ridiculous.