Roughly 300.000 years ago, the very earliest forms of humans were on the brink of developing into sentience. Some of the early primate species were evolving, making the transition to becoming a more intelligent, self-aware species.
This awakening of sentience in a species is considered a sacred thing to the Anu, something miraculous and worth studying intensely. Whenever a species is on the verge of becoming something more than animals, when they are beginning to gain self-awareness and intelligence, the Anu will likely be there, watching and quietly studying.
They came to Earth for the same reason.