AnonyMonk can see them via Newest Nodes, by searching, or even via "his" list of write-ups, just like the rest of us.
"He" is unlikely to know much about these ways of finding the replies and he can't modify his User Settings to allow him to see unapproved content from the main sections pages [ nor to get /msg'd when a reply happens (and he'd have to use private message xml ticker or a client that uses that to get the /msg, and then beat all of the other AnonyMonks to it) ].
I'm ambivalent toward the idea of automatic approval (trolls could even trigger the auto-approve intentionally). I'd just rather higher-level monks pay more attention to this part of their job. (:
(but my friends call me "Tye")