The headers of MediaWiki's info action should have anchors, similar to anchors created by wikitext headers (i.e., "== Foo =="). The current HTML output of https://www.mediawiki.org/wiki/MediaWiki?action=info looks like this (for a particular section header):
Ideally it would look something like this:
<h2> <span class="mw-headline" id="Edit_history">Edit history</span></h2>
Looking at the InfoAction.php code (https://gerrit.wikimedia.org/r/gitweb?p=mediawiki/core.git;a=blob;f=includes/actions/InfoAction.php), it seems it's already using addHeader. So perhaps there's a flag that can be passed to this function to add the span/CSS id? Or perhaps $wgParser needs to be called? I'm not sure.
It shouldn't be too difficult to add an anchor here, though. It'll need to be auto-generated to account for localization/customization of the interface messages, though. Marking this as easy.