There is a tradition in math to avoid (or, at least, minimize) redundancies.
In this case, complex conjugation $\,\overline{a+ib}=a-ib\,$ has been known and used for a long time. It has many applications, from polynomial equations to calculus, abstract algebra, geometry etc.
In contrast, the proposed "anti-conjugate", say we write it as $\,\widetilde{a+ib}=-a+ib\,$, would be a new concept, without any obvious advantage - conceptual or practical. Moreover, it can be easily expressed in terms of the conjugate as $\,\widetilde{a+ib}=-\,\overline{a+ib}=\overline{i\cdot\overline{i \cdot(a+ib)}}\,$. Thus, redundant.
[ EDIT ] $\;$ Side by side summary.
$$
\begin{matrix}
& & & \small{\text{conjugate}}\;\overline{\,z\,} & & & \small{\text{anti-conjugate}}\; \widetilde{\,z\,}
\\ \small{\text{symmetry}} & & & \small{\text{over real axis}} & & & \small{\text{over imaginary axis}}
\\ \small{\text{involution}} & & \small{\text{yes:}} & \overline{\overline{\,z\,}} = z & & \small{\text{yes:}} & \widetilde{\widetilde{\,z\,}} = z
\\ \small{\text{distrib over +}} & & \small{\text{yes:}} & \overline{\,z_1+z_2\,} = \overline{\,z_1\,}+\overline{\,z_2\,} & & \small{\text{yes:}} & \widetilde{\,z_1+z_2\,} = \widetilde{\,z_1\,}+\overline{\,z_2\,}
\\ \small{\text{distrib over }\times} & & \small{\text{yes:}} & \overline{\,z_1\,\cdot\,z_2\,} = \overline{\,z_1\,}\,\cdot\,\overline{\,z_2\,} & & \color{red}{\small{\text{no:}}} & \widetilde{\,z_1\,\cdot\,z_2\,} \ne \widetilde{\,z_1\,}\,\cdot\,\widetilde{\,z_2\,}
\end{matrix}
$$