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The Gospels are formally anonymous in the same way nearly every book on your bookshelf is: the author is not identified in the body of the text.
So my copies of the Harry Potter books are anonymous in the same way the Gospels are--nothing in the body of the text tells me that JK Rowling is the author. However, this does not mean I don't know who the author is or that the work was originally published without attribution.
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An example from the same era of history
Formally anonymous works such as these were not uncommon in the past and they are not uncommon in the present. A comparable, historical example would be the Annals of Tacitus. Tacitus doesn't identify himself in the work, and although there are some contextual clues, the earliest surviving statement we have definitively identifying Cornelius Tacitus as the author comes from Tertullian, almost a century later (so our source for who wrote of the Annals of Tacitus is about as close to the time of writing as is our attribution of the Gospel of John).
Tacitus & the Gospel authors were writing histories about other people, not themselves, and it is not surprising that they elected not to identify themselves by name. Although there is debate about what ancient Greco-Roman genre best describes the format of the Gospels, they are clearly documents about Jesus, not about Matthew, Mark, Luke, and John.
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What were the original titles
The original title of Matthew appears to be Matthew 1:1
The book of the generation of Jesus Christ, the son of David, the son of Abraham.
The original title of Mark appears to be Mark 1:1
The beginning of the gospel of Jesus Christ, the Son of God
Luke's work comes with a formal dedication & preface (see Luke 1:1-4). The patron (Theophilus) would have known who wrote the treatise and would have catalogued it in his library with the author's name.
John's Gospel opens with conscious echoes of the book of Genesis, but the text itself does not allow us to infer what the title might have been.
Whichever Gospel was written first would not have been called The Gospel According to X, because "Gospel" as a genre of literature didn't exist yet. It would be several generations before the early Christians settled on an agreed title for this genre ("Gospel") and firmly delimited what was covered by the genre.
Early methods for referring to the texts about Jesus' ministry appear to include:
By the time of Irenaeus (writing circa AD 180), "Gospel" had emerged as the preferred name to use.
However, once a second Gospel was in circulation, it would have been necessary to distinguish between them. Some early manuscript titles state "According to X", while others state "Gospel According to X", suggesting that the word "Gospel" itself was not part of the original title, but "According to X" would have been an effective way to disambiguate amongst the accounts of Jesus' ministry as soon as there was more than one.
No surviving, intact manuscript lacks an "According to X" title, and the custom is remarkably uniform, suggesting that this style of title is very, very early (and possibly even original in the case of the Gospel of John, generally held to have been the last of the 4 written). It appears, then, that once Christians settled on calling these documents "Gospels", many manuscripts started including "Gospel" in front of "According to X" in their titles.
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Conclusion
Was it a normal thing for writers during that time so write a title such as ‘X historical piece according to ___’ - some writers did this (Josephus used a similar introduction), but it was not uniformly done.
The Gospel writers were writing about Jesus, not about themselves. They chose to be self-effacing rather than self-aggrandizing, and did not draw much attention to themselves. This is not surprising considering how important they considered Jesus to be.
Although the Gospels are formally anonymous, this is a trivial statement -- so are millions of other texts whose authors are known. The original recipients of the documents would have known who wrote them, and would had to have catalogued the scrolls.
The question, then, for apologetics is not whether the earliest Christians knew who wrote the Gospels--they did know. The question is whether Christianity forgot who wrote the Gospels. For a more detailed discussion on this topic, including a deductive argument that Matthew really did write Matthew, see my video: Who Wrote Matthew?
Notes
1 The link above is part of a series going in-depth on the authorship of the Gospels. It addresses a number of related matters, and rebuts the conspiracy theory that Irenaeus of Lyons (or a colleague of his) was responsible for assigning names to the Gospels.
2 A potent evidence for accuracy in attribution--that the Gospels really were written by Matthew, Mark, Luke, and John--is that 100% of the manuscripts agree who the author is. Had authorship been in doubt, we would expect competing traditions to have emerged (such as occurred with Hebrews & 2 Peter), requiring debates among Christian scholars as to which attribution was correct. There is no record of any such doubt, debate, or dispute. At no point in early Christian history is there evidence of any doubt whatsoever--by Christians or their critics--regarding the authorship of Matthew, Mark, or Luke (there was a minor debate regarding John).