Active fluids such as swarming bacteria and motile colloids exhibit exotic properties different from conventional equilibrium materials. As a peculiar example, a spherical tracer immersed inside active fluids shows an enhanced translational diffusion, orders of magnitude stronger than its intrinsic Brownian motion. Here, rather than spherical tracers, we investigate the diffusion of isolated ellipsoids in a quasi-two-dimensional bacterial bath. Our study shows a nonlinear enhancement of both translational and rotational diffusions of ellipsoids. More importantly, we uncover an anomalous coupling between particles' translation and rotation that is strictly prohibited in Brownian diffusion. The coupling reveals a counterintuitive anisotropic particle diffusion, where an ellipsoid diffuses fastest along its minor axis in its body frame. Combining experiments with theoretical modeling, we show that such an anomalous diffusive behavior arises from the generic straining flow of swimming bacteria. Our work illustrates an unexpected feature of active fluids and deepens our understanding of transport processes in microbiological systems.