MnO4- is permanganate. MnO isn't negatively charged, so it is not an anion. Basically, they are named what they are named because they are what they are (an ion in the former and a neutral compound in the latter).
For a more complex answer, Mn can have many oxidation states, but the most common are +2, +4, and +7. Oxygen usually has an oxidation state of -2. Convince yourself that putting together Mn and 4 O will result in -1. Similarly convince yourself that one Mn and one O results in neutral charge.
MnO is an ionic compound.