I've just tried in R14b1 and it did export 720x576 as anamorphic, but it sets 1.85:1 aspect, which is wrong.
You have to start with anamorphic PAL project, then during export make sure you have 16x9 anamorphic set in Advanced tab.
Ignore 4x3 preview in media preview window as this seams to ignore aspect correction. Grading/export preview should show correct aspect when you definitely have 16x9 set in clip properties.
Issue still remains as Resolve 14 (at least b1) sets wrong aspect anyway
Aspect ratio in MOV in this case is just a header metadata (frame is always 720x576) and can be changed instantly or by re-wrpaing using e.g.. ffmpeg. If you on Mac I have a tool which allows to change aspect header instantly.
You can also fix it by re-wrpaing with ffmepg -i "source" -aspect 16:9 -c:v copy -c:a copy "out.mov"
Note that some software will ignore flagging and still display frame at 1:1 pixel aspect, so 5x4 (720/576) frame aspect, but majority players should properly show preview at 16x9 aspect.