How to filter relational field types on their related content's status?
My assumption that the query was not getting all the related entries from withing the Matrix was wrong. The filtering that happens is applied at output level, and not the query level.

The solution is to tell craft that you don't care about the status of any linked anEntryField entry as part of the if...

{% if
    user.myMatrixField | length
    and
    user.myMatrixField.first().anEntryField.status(null).first() | length
%}
...
{% endif %}


In this example the result will be the first myMatrixField block with a status of 'enabled' (that's the default filter), and fetching from that first Matrix result the first related Entry on the anEntryField regardless of the status of that related entry.

That's what I was after.