In this work, we tackle the problem of Semi-Supervised Anomaly Segmentation (SAS) in Magnetic Resonance Images (MRI) of the brain, which is the task of automatically identifying pathologies in brain images. Our work challenges the effectiveness of current Machine Learning (ML) approaches in this application domain by showing that thresholding Fluid-attenuated inversion recovery (FLAIR) MR scans provides better anomaly segmentation maps than several different ML-based anomaly detection models. Specifically, our method achieves better Dice similarity coefficients and Precision-Recall curves than the competitors on various popular evaluation data sets for the segmentation of tumors and multiple sclerosis lesions.