Keep in mind that only the Pythons could be made accountable for whatever was going on in their brains at the time. That beeing said, the 70's was at the height of the cold war and the US had just publicly abandonned it's biological weapons program where Anthrax was one of the main potential candidates for a bio-weapon (1969), so that was a fresh reference in the popular culture of the time. Soon after, a new human vaccine against the disease came into use in the 70s, so there was that as well...

But getting back to pythonesque humor, one of their caracteristic MOs was to use words taken at random from a dictionnary to name places and people (eg: M Creosote, Raymond Luxury Yacht, Ken Shabby, Eric Praline, etc.), so that very well may have been at play in this specific case. The joke would then not so much have been about a reference to Anthrax as to the fact that this was just yet another anonymous castle and that just any randomly generated placename would do; it just as well might have been called "Castle Patriarchy", or "Castle Redundant"....

I'm not a scholar. But I remember as a kid I was introduced to anthrax from Mad magazines from the 70s and 80s . I remember it being brought up constantly and as a highly destructive virus. So of course it was hooked about line how our modern comedians joke about Ebola.

In WW2 British scientists tested Anthrax on a small Scottish island called Gruinard. Unfortunately the test was so "enthusiastic" that the island was contaminated until the 1990's. Sorry - I don't have a source apart from the BBC but I grew up in the '70's and recall this being in the news regularly so this may have been the inspiration for the Pythons.