I can't recall the comparison, but I recall that before they were ravaged the Anizzah were a Great Lordship, which might be more autonomous than a Despotate, though I'm not entirely sure. However, they aren't exactly in top form at the moment so that relationship might radically change, especially if there are any new, charismatic, Romanophilic arrivals, or candidates arising from the survivors.
I can't recall the faith of the Anizzah either, but if they are in any way Christian, they're probably the better candidate over the Romans or Ethiopians to snag Mecca and Medina from the Ottoman sphere. Not at all suggesting they're in any place to do so currently, but I expect that Hedjaz is going to be a big part of the next Roman war against the Ottomans, considering the importance of securing the Red Sea. The Anizzah are probably more tolerable as potential Christian rulers go, over the Romans or Ethiopians. At least they're Arabs. That probably wouldn't cause the same storm that the Romans taking Mecca would cause.
Depending on their relationship going further, the idea of the Despotate of Arabia is potentially something worth dangling in the area, to see who'd be willing to fight for that title. Might even be worth dangling recognition as the rulers of Arabia in a Serbia-esque situation, unification then independence. A nominally Christian, Allied Arabia is a potential coup in the same respect as the situation in the Balkans. Wouldn't be cheap to see done, but cheaper than direct rule, and secures trade.