While both characters remained underdeveloped and underused for a regrettably sizable portion of their time on Buffy, Anya received somewhat better treatment than Tara. She appears in "The Wish" and "Doppelgangland," and therefore has a bit of history on the show, before exhibiting any interest in Xander. In addition to that romantic entanglement, Anya develops a relationship with Giles through working at the Magic Box. She has relationships with people outside the Scooby gang, namely Halfrek and D'Hoffryn, that receive actual screen time on the show, so that when she and Xander break up Anya is shown without other Scoobies around. She also still owns the Magic Box after the break up, which the Scoobies visit at times.
But even though Anya had a few more opportunities to be more than just "the girlfriend," she very much felt like little more than an easy replacement and near copy of Cordelia for almost three seasons. The writers were content with her being just the "Thousand-year-old capitalist ex-demon with rabbit phobia" who tactlessly said what she thought in a strange speech pattern. Like Tara, I don't think that Anya really came into her own as a character until her romantic relationship with a Scooby ended, and the writers had to think of something to do with her.
In contrast to Anya, Tara's clear purpose from her first appearance is to form a relationship with Willow. Despite the sincere effort of a couple of writers to create a friendship between her and Buffy, Tara's relationship with Willow is really the only significant one, i.e. with one of the four core characters, that she has. When Willow and Tara break up, she is shown only with other Scoobies around, never by herself or with a character who isn't part of the main cast. During the break-up, Tara has to meet characters who aren't Willow in places like the Summers' house or Buffy's work to interact with them— none of them come to places that are familiar to her, such as the university or her dorm room. Tara's friends outside the Scooby gang (the people at The Bronze in "Family" and the girl who busses her on the cheek in "Normal Again") don't have names, not to mention any dialogue.
With some perspective gained in the years since Buffy's ending, I have come to appreciate Amber Benson and Emma Caulfield's performances more and more. My affection for their characters sneaked up on me the first time I viewed the series. I was surprised when I saw "Tabula Rasa" and "Hell's Bells" to realize how much I'd come to care for Tara and Anya. They are interesting characters played by these talented women, and they deserved better than what they received.