See this testnet4 transaction: f1572558fed009ab9d247da85be221e3d8f98c80b66ce9c2ada3a25cba0d797a
The message wrapped in OP_RETURN says: “Without this OP_RETURN, sending to tb1pfees will result in 64-byte transaction.”
So, in general, when you want to send from Segwit to Anchor, or from Anchor to Anchor, then you need a dummy OP_RETURN (or anything else) to make it valid.