Since no one had replied - I'll give my opinion (FWIW)
Those connections between anodes of the output tubes and the Output tranny Primary connections carry the highest signal voltages and highest signal currents anywhere in the entire amp.
So magnetic (from signal current) or capacitive (from signal voltage) coupling from these wires into other parts of the circuit are highest too which can cause stability problems.
Keep those wires as short as possible. Do NOT run them past sensitive preamp circuits. If you have to run them past or over other connections (signal connections) then cross those other connections at right angles to minimise both magnetic and capacitive coupling.
Magnetic coupling can be reduced by twisting the push pull sides primary wires together (like you do for heater runs). That may add some capacitance and knock of a little high frequency response but you often see caps deliberately wired from each primary side to ground or wired from push side to pull side primary connection anyway (to knock off some high frequency response) so would not be too fussed about that added capacitance by twisting the anode to OT primary feed wires.
On an old Push Pull 807 Amp running +700v B+ I have actually seen shielded wire (screen connected to ground at output tube end ONLY) used for the anode to OT primary connections.
For runs of more than say 6" (150mm in real units) I would recommend twisting them. 3 to 5 twists per inch (per 25mm), less is ineffective, more is a waste of time. That twisting info applies to AC heater supply runs too.