I’m not surprised that anchovies are an ingredient in fritessaus. While eating at a steakhouse recently, my friend picked up a bottle of worcheshire sauce and read the ingredients, and she was shocked to find anchovies listed there. So, it might be fairly common to include them in sauces.
I imagine that fritessaus would taste a bit like comeback sauce. That is also made from mayonnaise, but it includes ketchup, salt, and pepper as well. It is about the same color as fritessaus. Though it is usually made to go with fried chicken tenders, it goes great with french fries, too.