Slavic Anatolia

Why did they not take Anatolia then?

Fortunes of war, most often. In 924 they attempted to forge an alliance with the Fatimids, I believe it was, as they needed their naval support to help besiege Constantinople. Unfortunately for the Bulgars, the ship carrying the response back was taken by the Byzantines.
 
The best POD for this would be the Slavs not turning Justinian II at Sebastiopolis. In OTL, they went over to the Umayyads and ensured a Byzantine defeat.

Justinian II had transplanted Slavs to act as a special defense force for Anatolia. They understandably perhaps didn't like being forcibly moved, but had they fought on the side of the Byzantines as planned and developed into their assigned purpose, its possible that long term, they'd overtake the dynatoi in Anatolia that existed and become the dominant force in the region.
 
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