I'll add my vote to those saying that Anje doesn't automatically lead you down this direction. Magic is a game of resources, and threat-density is one of those resource measurements. So, it is not automatically the best build to slam 40 cards in your deck with cycling 0.
The problem with the WGD combo is that you almost certainly lose the game on the spot if you're interacted with. By building your deck with 40'ish redraws, you graft that problem into any other win-condition you could achieve in your remaining cards. Say Mike-Trike, Dread-Return, something like that, you eat a Faerie Macabre and you are basically out of the game. Add to that the fact that Rakdos colors are not that great at interacting with other combo's, very poor at protecting your own combo, and not as good as Green decks for mana generation.
It is essentially the same problem with Hermit Druid decks. You need to put a lot of cards into your deck (narcomoeba, bloodghast, etc), just so that you can have a win when your mill your library, then other cards that keep you from decking yourself. If you are interacted with at all, you are a long shot to any recovery, and some many not even build their deck with any recovery at all. Consequently, Hermit Druid is not a favored combo enabler in cEDH, quite far behind Protean Hulk.
If you're set to follow down the path of optimization (which is far from a given, like other posters have said), this format leads you to very few options outside of 4-color partner decks with lean win-cons like Dramatic-Scepter, packing the rest of the deck with interaction.
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The problem with the WGD combo is that you almost certainly lose the game on the spot if you're interacted with. By building your deck with 40'ish redraws, you graft that problem into any other win-condition you could achieve in your remaining cards. Say Mike-Trike, Dread-Return, something like that, you eat a Faerie Macabre and you are basically out of the game. Add to that the fact that Rakdos colors are not that great at interacting with other combo's, very poor at protecting your own combo, and not as good as Green decks for mana generation.
It is essentially the same problem with Hermit Druid decks. You need to put a lot of cards into your deck (narcomoeba, bloodghast, etc), just so that you can have a win when your mill your library, then other cards that keep you from decking yourself. If you are interacted with at all, you are a long shot to any recovery, and some many not even build their deck with any recovery at all. Consequently, Hermit Druid is not a favored combo enabler in cEDH, quite far behind Protean Hulk.
If you're set to follow down the path of optimization (which is far from a given, like other posters have said), this format leads you to very few options outside of 4-color partner decks with lean win-cons like Dramatic-Scepter, packing the rest of the deck with interaction.