The segmentation of metastatic bone disease (MBD) in whole-body MRI (WB-MRI) is a challenging problem. Due to varying appearances and anatomical locations of lesions, ambiguous boundaries, and severe class imbalance, obtaining reliable segmentations requires large, well-annotated datasets capturing lesion variability. Generating such datasets requires substantial time and expertise, and is prone to error. While self-supervised learning (SSL) can leverage large unlabeled datasets, learned generic representations often fail to capture the nuanced features needed for accurate lesion detection. In this work, we propose a Supervised Anatomical Pretraining (SAP) method that learns from a limited dataset of anatomical labels. First, an MRI-based skeletal segmentation model is developed and trained on WB-MRI scans from healthy individuals for high-quality skeletal delineation. Then, we compare its downstream efficacy in segmenting MBD on a cohort of 44 patients with metastatic prostate cancer, against both a baseline random initialization and a state-of-the-art SSL method. SAP significantly outperforms both the baseline and SSL-pretrained models, achieving a normalized surface Dice of 0.76 and a Dice coefficient of 0.64. The method achieved a lesion detection F2 score of 0.44, improving on 0.24 (baseline) and 0.31 (SSL). When considering only clinically relevant lesions larger than 1~ml, SAP achieves a detection sensitivity of 100% in 28 out of 32 patients. Learning bone morphology from anatomy yields an effective and domain-relevant inductive bias that can be leveraged for the downstream segmentation task of bone lesions. All code and models are made publicly available.