So the Anthem thing I sort of get, at least for like sports. Lemme explain:

Sportsmanship keeps the games fun. Establishing sportsmanship starts in the mind - "we're all here to have a good time." In nation exclusive sports, (NFL for example) the entire stadium gets "in sync" at that moment. It's also a useful way to start. In international sports, standing for the opponents anthem is a sign of respect for the other team.

I don't really remember where else it plays though.