When looking at the new IEC 62304:2018 standard version (still in draft) it states that anomalies shall be recorded in the following cases:
5.6.7 Integration test record contents (anomalies) - Class B, C
5.7.5 Software SYSTEM test record contents (anomalies) - Class A, B, C
5.8.2 Document known residual anomalies - Class A, B, C
5.8.3 Evaluate known residual anomalies - Class B, C
7.1.3 Evaluate published SOUP Anomaly list - Class B, C
9.8 Test documentation contents (anomalies) - Class A, B, C
Thus, I would argue to document anomalies for any software safety classification. but evaluate them for at least Classes B and C.
Personally, I would suggest to document them all