Why shouldn't Tolkien be considered saga? Does it have to be of anonymous origin? IMO no. Traditional sagas were also artwork in their origin, later mutating through multiple anonymous hands. In Tolkien's case, the process is backwards (traditional material stylized by an artist) not much unlike the Shahnameh or Kalavela.
Tolkien should not be considered saga because it is not a saga, Tolkien was a fantasywriter who built his work on old myths and sagas.

A saga may well have historical truth in it (Jomsvikings, Egil Skallagrimsson) Tolkien is fantasy and should be discussed somewhere else. (dont get me wrong, I love Tolkiens work)

Kalle