I'm not an expert on nautical stuff, but only the largest vessels would have anchor chains that long. Moreover, you'd have major problems getting your anchor detached from that thing. If you cut your chain (unlikely) then it would still be at the bottom of the sea. If you somehow managed to detach the sea station, it would also be laying nearby. Presumably the divers checked the nearby seabed?
That device did not look particularly heavy when compared to the weight of a chain/line required to drop anchor at that depth (normally 5:1 or 7:1 ratio). And the amount area a diver would have to check us significant.
As far as the dog piled parent, intelligence services are known to be loony paranoid and do really dumb stuff. Not to mention research and science projects are commonly used as cover. So sometimes the loony paranoia isn't misplaced.
I would bet money that someone dragged an anchor across the line or the device, and it has since been dragged across the sea floor to an unknown location by accident.