The pseudo intensity vector (PIV) is often used to analyze the directional properties of spatial room impulse responses. In the early part of the response, it is capable of estimating the directions of individual reflections. However, thus far, its behaviour in the late field is unclear. Specifically, it is unknown whether anisotropy, i.e., a direction-dependent energy distribution, is captured by the directional estimates. In this study, a closed-form expression of the directional distribution of the pressure-normalized pseudo intensity vector contingent on a general stochastical model of anisotropic fields was analytically derived. This paper shows that the probability density function of this PIV is a multivariate Cauchy distribution, which does indeed depend on the energy distribution of the field, yet the directional distribution has very limited degrees of freedom. The derived distribution is compared to the results of Monte Carlo simulations and fields captured with a microphone array in a real room. These results facilitate better understanding of the behaviour of parametric spatial room impulse response methods and may enable improved directional estimators for anisotropic fields.