I agree that Yojimbo could have been stolen from Baaj Temple by the Al Bhed.

However, the game makes clear that Anima was meant to be Seymour's final Aeon:

Young Seymour: No! Mother, no! I don't want you to become a fayth!

Seymour's Mother: There is no other way. Use me and defeat Sin. Only
then will the people accept you.

Young Seymour: I don't care about them! I need you, mother! No one else!

Seymour's Mother: I don't have much time left.