The reason why the Sales Insight Anonymous Web Activity report differs from the Lead Management Anonymous Web Activity report is because the Sales Insight report does not show anonymous leads whose company name is either blank or is an ISP while the Lead Management report shows everything. The Sales Insight tool is geared towards Sales, and visitors with blank or ISP company names could be misleading to the Sales person.
You can see this by looking at the Lead Management report. Notice that the visitors whose company name is bolded are the ones that are displayed in Sales Insight. When the company name is bolded, that means that the visitors company name has been verified using a reverse DNS lookup. Conversely, if the company name for the visitor is not bolded (or is missing), the reverse DNS lookup just shows us the ISP (or nothing if the reverse DNS lookup yields nothing).
If you want to remove anonymous leads who do not have company information from your web activity report, follow these instructions: