I was hoping for something that played with Stealth so this is a little disappointing. On the other hand, this is also neat in its own way. It doesn't fit current Rogue decks, but something new could pop up it would fit into... Hmm... *ponders*
Its true, to me he looks a bit underwhelming aswell. BGH could be a good tempo play on Anub but since he returns to your hand your opponent will run out of BGH's. And Rogue is one of the strongest classes to regain tempo. To get rid of him, you need to silence Anub and not every deck runs a silence. They will have to face him again and again or at least they will have to consider the possibility of the rogue dropping Anub every turn from then on. Maybe he will be better than we expect.