The annihilation of dark matter particles in the halo of galaxies may end up into gamma rays, which travel almost unperturbed till to their detection at Earth. This annihilation signal can exhibit an anisotropic behavior quantified by the angular power spectrum, whose properties strongly depend on the dark matter distribution and its clumpiness. We use high resolution pure dark matter N-body simulations to quantify the contribution of different components (main halo and satellites) to the global signal as a function of the analytical profile adopted to describe the numerical results. We find that the smooth main halo dominates the angular power spectrum of the gamma-ray signal up to quite large multipoles, where the sub-haloes anisotropy signal starts to emerge, but the transition multipole strongly depends on the assumed radial profile. The extrapolation down to radii not resolved by current numerical simulations can affect both the normalization and the shape of the gamma-ray angular power spectrum. For the sub-haloes described by an asymptotically cored dark matter distribution, the angular power spectrum shows an overall smaller normalization and a flattening at high multipoles. Our results show the criticality of the dark matter density profile shape in gamma-ray anisotropy searches, and evaluate quantitatively the intrinsic errors occurring when extrapolating the dark matter radial profiles down to spatial scales not yet explored by numerical simulations.