The thing about well water is that what’s in the ground can change over time. Also, an older heater with a nearly consumed anode will smell less or not at all, but when you replace it, and have a brand new anode, the problem arises.
If you’re not softening, switching to an aluminum/zinc anode will probably fix it. If you are, though, you ought to get a powered anode. Other solutions are tankless heaters and the Marathon, a plastic-lined heater with no anode, but both are expensive.