Superparamagnetic colloidal particles confined to a flat horizontal air-water interface in an external magnetic field, which is tilted relative to the interface, form anisotropic two-dimensional crystals resulting from their mutual dipole-dipole interactions. Using real-space experiments and harmonic lattice theory we explore the mean-square displacements of the particles in the directions parallel and perpendicular to the in-plane component of the external magnetic field as a function of the tilt angle. We find that the anisotropy of the mean-square displacement behaves nonmonotonically as a function of the tilt angle and does not correlate with the structural anisotropy of the crystal.