I've tried to set magfilter to D3DTEXF_ANISOTROPIC and used GetSamplerState to get it back , it returned me D3DTEXF_ANISOTROPIC.
It seems that anisotropic is applicable for magnification.
And in the DX official doc , there is no mentioning that Anisotropic is not applicable for magnification.
There is no GPU that supports anisotropic filtering for magnification. Go ahead and check your D3DPTFILTERCAPS_MAGFANISOTROPIC cap under TextureFilterCaps: I bet you a hundred bucks that your GPU doesn't support it. The API will let you set ANISOTROPIC as the mag filter, but the device will silently revert back to LINEAR filtering. In fact the debug runtimes might even tell you when this happens but I don't remember, since it's been a long time since I worked with D3D9.