Anakin was more of an offensive sort, with his lightsaber. That wasn't to say he couldn't defend himself, though. Obi-Wan had made sure Anakin was as equally skilled in both offense and defense as he could be. So when Rey decided to honor her itch to move, Anakin was able to defend himself with ease. Yes, it was obvious that Rey practiced with her lightsaber. It was just that Anakin had had the benefit of training for many, many years with Obi-Wan. Ever since he was a young child.
"Careful, Rey," he warned. "I tend to cheat from time to time." He felt it was a valid warning for her, to keep her on her toes. It likely would have kept her on her toes more had he cheated without warning her, but... he decided it was only fair to warn her.