Low-frequency normal modes generated by elastic network models tend to correlate strongly with large conformational changes of proteins, despite their reliance on the harmonic approximation, which is only valid in close proximity of the native structure. We consider 12 variants of the torsional network model (TNM), an elastic network model in torsion angle space, that adopt different sets of torsion angles as degrees of freedom and reproduce with similar quality the thermal fluctuations of proteins but present drastic differences in their agreement with conformational changes. We show that these differences are related to the extent of the deviations from the harmonic approximation, assessed through an anharmonic energy function whose harmonic approximation coincides with the TNM. Our results indicate that mode anharmonicity is more strongly related to its collectivity, i.e., the number of atoms displaced by the mode, than to its amplitude; low-frequency modes can remain harmonic even at large amplitudes, provided they are sufficiently collective. Finally, we assess the potential benefits of different strategies to minimize the impact of anharmonicity. The reduction of the number of degrees of freedom or their regularization by a torsional harmonic potential significantly improves the collectivity and harmonicity of normal modes and the agreement with conformational changes. In contrast, the correction of normal mode frequencies to partially account for anharmonicity does not yield substantial benefits. The TNM program is freely available at https://github.com/ugobas/tnm.