Why did Ayn Rand create a society where individualism is destroyed in Anthem?
Rand does this to emphasize how individuality is very important and is the basis for humanity. "I," not "we," is what makes us who we are. She also does this to emphasize how too much "equality" is not good. In other words, if everyone was forced to be the same and if everyone was not able to do their own "thing," our world would be a very dark place. To try to make people be exactly the same robs people of the very thing that makes our world great and diverse: individuality. Individuality and the ability to express ourselves in our own ways, whether it be through speech, art, etc., is so very important.
By the way, another story that has this same theme is Kurt Vonnegut's "Harrison Bergeron." You may want to check that story out.
Ayn Rand's purpose is the individual's discovery of the ego, or self. The dystopia into which the main character is born and raised completely strips its citizens of any sense of independence, going so far as to assign them numbers rather than names. This type of community also parallels the communist society which Rand was familiar with from her childhood, and which she hated very much. Thus the main character commits a series of rebellions, falls in love, relocates to the "uncharted territory" and finally finds the word which has been escaping him his whole life: I. The Ego.