I'd be even more shocked if it was Eric Peterson, Jeff Waters or Kerry King rather than Scott Ian actually. I don't exactly see Anthrax as a traditional heavy metal band. They mixed rap and heavy metal, for one thing. And one musn't forget that metalheads and rappers are strongly against each other.
I wouldn't liken rap-metal and nu-metal actually. I consider the latter to be a heavier variant of hard rock, and the former to be a mixture of two opposing styles.