Yes, Mega Rayquaza was banned from the Ubers tier, and is no longer allowed in any tier. Anything Goes is a separate metagame with its own separate rules which allow Mega Rayquaza. AG is not a tier like OU, UU etc.
It wouldn't have made sense to create a separate tier to house Mega Rayquaza, as it'd recreate the same problem again and everyone would use the same Pokemon on their team.