Been there, a few times, right here in New England. Call it bad judgment or bad forecasts. a few examples...
Anchored in Menemsha Bight when the forecast was winds from the SW. We actually got 20k from NW, and the chop was so uncomfortable we moved to Tashmoo just in time to pass through the cut in the waning after-sunset twilight.
Another time same area, we anchored in the bight north of Cuttyhunk with a forecast of SW winds 5-10 and 20% chance of t-storms. About 1AM a violent front passed through with severe close lightning and gusts above 50, and the winds clocked to the north after that about 15-20. We didn't want to move at that point so we rode it out and I was checking GPS position since the storm started and we were holding. A very uncomfortable night and we were having coffee in the AM (still a lot of wind and motion) when I saw the mast of the boat which was anchored aft of us moving forward relative to our boat. I thought "oh $h!T we must have broken free" and leapt up to the cockpit, to realize the other boat had gotten underway.
So I guess the question is do I have confidence in my 20kg Rocna? No. Maybe I would if it weighed another hundred pounds, but then I'd have other issues (and looking silly would be the least of them).