It\'s rather annoying and I can\'t seem to figure out why.

In Anaconda with Sublime Text, if you don't want to make any changes to the settings:
In the case highlighting occurs, you can use a keyboard shortcut (in my case it's CTRL-ALT-R) to autoformat the code! The highlighting will be gone immediately.
You just have to repeat that every once in a while, after having added new code (which is not formatted according to the PEP8 rules).
The command is "anaconda_auto_format".