Would An-72-like (or any anhedral wing multi-engine aircraft) cruising at high speed, roll counter intuitively right, if left engine suddenly dies?
Simple answer: no, it wouldn't, otherwise it wouldn't be certified if it behaved like that :)

The real answer is the same as to why nearly all high-wing aircraft have anhedral. Yes, anhedral angle creates the 'adverse' roll effect, but it is made to counteract the excessive positive effect from all other factors, namely the wing sweep and the high-wing configuration itself. (The latter effect is more complicated than the usually assumed 'pendulum' effect: it has more to do with the added drag and cross-flow effects of the sideslipping fuselage (see, for example, here)).

As always, too much of a good effect is not good at all: excessive static stability causes oscillations, in this yaw/roll case known as Dutch roll, so anhedral is used to reduce the overall effect to a reasonable but still positive level.