Sven Kums had a premature ending to his match when he was sent off for conceding a penalty after just 11 minutes, with Robert Lewandowski burying the resulting spot-kick.
It remained 1-0 all the way until the 65th minute when Thiago Alcantara eventually doubled their advantage, stabbing in Joshua Kimmich's cross, with the young German then adding Bayern's late third.
Robben — who played the full 90 minutes — was thoroughly underwhelmed, however, insisting that Bayern should have made more of their man advantage.
"Normally if you win a Champions League game 3-0 it's good," he told reporters. "But if you get a penalty after 10 minutes, lead 1-0 and have 11 [men] against 10, you have to be more aggressive and confident.
"You have to show the fans in the stadium a good football game and try to score more goals. That's what's missing.
"I don't really know [why they failed to do more] and we have to question ourselves. We have to talk about this and we have to improve it.
"I mean, we play in the Allianz Arena and for our fans. If you play against 10 men, against Anderlecht, with all due respect, you have to score more goals.
"We haven't done this and that's a pity for us and for our fans."