We study the overdamped sedimentation of non-Brownian objects of irregular shape using fluctuating hydrodynamics. The anisotropic response of the objects to flow, caused by their tendency to align with gravity, directly suppresses concentration and velocity fluctuations. This allows the suspension to avoid the anomalous fluctuations predicted for suspensions of symmetric spheroids. The suppression of concentration fluctuations leads to a correlated, hyperuniform structure. For certain object shapes, the anisotropic response may act in the opposite direction, destabilizing uniform sedimentation.