On my to Fellglow Keep I happened to go by Mount Anthor and defeated the frost dragon lurking thereabouts, but after it died, it didn't do the usual burst-into-flames. I had visited Mount Anthor previously and slain a dragon to earn a new shout, so does that have anything to do with it?

It may have been one from a Word Wall which you had previously killed. You won't get a 2nd soul from them and they'll attack if you get too close to their walls after they respawn.

That's exactly what happens. Things have been that way for quite a while, actually.

Oh good. I was afraid my game was bugging out. Thanks muchly for clearing that up, guys

Never rule that out.

Ditto here, i thought that too. They should include that in some handy character dialogue tutorial or something.