Does it really make sense to use anti-CSRF tokens in a web application that is accessed by HTTPS only? If yes, then what are the possible ways to attack such a web application if anti-CSRF tokens are absent?
Yes, it does make sense. HTTPS does nothing to protect you against CSRF attacks. You would carry out an CSRF attack like you would against a HTTP enabled website.
Take a look at the CSRF description from OWASP to understand how it works. It will be obvious that the encryption of the communication channel is irrelevant for this type of attack.