I think girls want to be Elsa because she's the "fantasy" sister -- hugely powerful, elegant and chic. Anna is beautiful, brave and loyal -- but she was purposely styled as the "quirky, relatable girl-next door." Most girls probably think they already ARE most like Anna, so when it's time to dress up and pretend to be someone different, Elsa offers a greater leap of the imagination. Plus she's got a killer song.
That being said, my daughter chose to be Anna for Halloween (and I foolishly offered to sew her the traveling dress, cape and hat myself -- they're done, but not without much weeping and gnashing of teeth, as my sewing skills are amateur at best).