Hi, and welcome to Pianostreet,
Graded anthologies are not as numerous for advanced level repertoire, likely because by the time a pianist reaches that level, difficulty becomes more subjective, and they generally have a better idea of how to source music from other collections. For example, take the RCM graded repertoire and studies books: by the upper grades (say grade 8 through ARCT), the graded anthologies contain a small fraction of repertoire a student may select for an exam, and many students end up not using the graded books. ARCT does not even have a graded book, students just refer to the syllabus and purchase music as individual pieces.
For advanced playing levels, anthologies may be subject or job driven: for example, wedding music, themed ideas for recitals, music for gigs, and so on. It can make it easier to program ideas for concerts, or just have less stuff to bring with you to a gig. Anthologies might also be collections by a single composer, or a group of composers from the same time period.
For frequently played music in the canon, or composers you have great interest in, it can be worthwhile to go with a quality edition. Quality editions can be expensive, but they are an investment.
Don't get too distracted on building a library all at once, add a little here and there as your needs grow. Music libraries can grow faster than you think, and before you know it you are in need of more storage space. Keep a look out for used scores. Libraries frequently sell off older parts of their collections. Teachers and performers may even give away music when they do spring cleaning.
If you want to build a large library, establish an organization system early. You want to be able to quickly find something in your library. It is also too easy to buy duplicates because you forgot you already have an item.
Do your research before you buy. At the very least know if a publication is public domain or not. You don't want to spend a lot of money for a large volume of music, only to later find out it is a fancy bound photocopy of something that you can obtain legally for free online.
In addition to the online sources mentioned in a previous post, Pianostreet does have digital sheet music.