Hi Lady Aurora!
In general I think you make a very good point; however, I think the rules might have been a little different for a king's castoff mistress. Bessie Blount, for instance, was unmarried when she began her affair with the King in 1518. Then, in 1519, she married Sir Gilbert Tailboys (may have spelled that wrong). Henry Fitzroy was born in 1519 also, but I'm not sure whether it was before or after the wedding. In any case, Bessie had no trouble finding someone to marry her.
I think it's more likely that Anne simply wasn't interested in being anyone's mistress, King or otherwise. Mary apparently slept around while she was at the French court, and even supposedly had an affair with Francois I, but Anne, while equally as admired, had a reputation at the court for being chaste. I believe that if she did have sexual experience before she married Henry it probably was with Henry Percy, to whom she considered herself betrothed.
Interesting bit of trivia about Lettice: she was the Earl of Leicester's second wife. Elizabeth eventually forgave her "sweet Robin" for his secret marriage to her cousin, but she never did forgive Lettice. It was through the Earl that Essex came to Elizabeth's notice; apparently he was fond enough of his stepson to want to promote his career at court.