Anti-Federalist still wanted government, on the state/commenwealth level. They just wanted a government close to them and easier to control. Just remember that the Anti-Federalist were an exclusive club who had their own interest at heart, just like democratic-republican party from the time period. They were all rich, white, landowning, male and slave owners. Anti-Federalist were in fact the ones who pushed to keep slavery at every chance.