Some headway: It looks like anthyprefs sits under a different directory than
the engine script:
$ guix shell --pure ibus ibus-anthy
$ ls $GUIX_ENVIRONMENT/share/ibus-anthy/setup/
__pycache__/ _config.py anthyprefs.py main.py prefs.py setup.ui
$ ls $GUIX_ENVIRONMENT/share/ibus-anthy/engine/
__pycache__/ _config.py default.xml engine.py factory.py jastring.py
kana.py main.py romaji.py segment.py tables.py thumb.py
Manually running the engine with a PYTHONPATH fixes the error:
$ PYTHONPATH=$GUIX_ENVIRONMENT/share/ibus-anthy/setup
$GUIX_ENVIRONMENT/libexec/ibus-engine-anthy
However, starting ibus-daemon with PYTHONPATH doesn't do anything. I'm guessing
that the environment variable doesn't propagate to engine exec commands. Maybe
a problem in the ibus-engine-anthy wrapper script?