Yes, the leads are still 'known' in the sense that you have contact information for them. Unknown tend to be leads that are cookied but don't have any information associated to them but their activity on your pages tagged with Muchkin code.
If you're worried about having a lot of bounced email addresses, you can batch them out regularly as part of your database maintenance.
@David like Kristen said an anonymous lead is someone who is truly not-yet-known. Somebody who was known to you but then became not contactable is still known. If they were instead to be changed to anonymous upon a hard bounce, that would be like saying previous successful contacts didn't happen (I understand you're talking about recent imports and an initial contact but for these purposes the distinction is irrelevant).