This used to be true, but in the last couple of years the parks have had a lot of the exact same stuff they carry in the
Disney Store. In fact we have been disappointed because while there is some stuff that is park specific, there is a ton of the stuff which is the exact same stuff you can get at home unlike it use to be when MOST of the stuff was park specific. DD and I have had debates our last few trips over her wanting to buy stuff and bring it home that we can get locally. In fact, there have been times that I made her a promise she could go get a certain item when we got home because I didn't want to try to pack it or cart it home on the plane, and we have done that.
The Anna doll is definitely the same one they carry at the Disney store. She saw it and the matching Elsa doll at our local Disney store when she was there with someone when they briefly had it in stock a month or two ago, but when we went back to get one of them it was gone. I think it is still going in and out of stock at the Disney parks too. We were at DL/CA three weeks ago, and they put them out the first day we were there. DD bought one because we had been unable to get one at home, and the CM at the register advised us that we were lucky because they were selling out almost immediately when they put them on the shelves. We were there for 5 days. The next morning we went through that store and they had 1 left. By the time we left the park that day it was gone, and we never saw that Anna doll anywhere else at DL/CA for the rest of our trip.
If you find it at your local Disney store or online, I would go ahead and grab it because it is still hit and miss as to whether you can find them in the parks. DD wanted the Elsa doll to go with Anna (which is why we kept looking in the stores) and we never found it anywhere during our 5 day DL/CA trip.