The hint that someone (presumably from the future as well) gave to the Elf at that time was like a prophecy.
He believed it until at his place was actually visited by the two girls who were walking through the ancient ruins. From this, Anko knew a little that judging from Elf's story, the ancient ruins were no more than 100 years old when they fell from the sky but, why would demons trick humans into bringing them down, huh? Could it be that the devil really wanted the power to rule this world? Or maybe the devil is looking for a ruler?
This world is still full of mysteries from both dark and light sides, as if someone said from afar, 'Just keep going, you don't know anything.'
....
Before the Elf's story actually ended in the golden sky, Anko didn't forget to thank her very much, thank you for everything, and thank you for staying loyal to her. He knows and he feels that the separation must leave a deep sadness, tears, and longing.