No, it is not wrong to ask that question. "Are you sitting anywhere?" is a very common question. Alternatively, you can also use "Have you grabbed a seat yet?" If you are sure your friend has already claimed a seat, you could ask "Where are you sitting?"
Given the context of the situation (your friend is not currently sitting), "sitting" is understood to be a state of "being seated" or possessing a seat.
As a side note, a variation of the response "Does it look like I'm sitting?" is used as a joke specifically because the question could also mean "Are you currently sitting down anywhere?" The joke is a deliberate misunderstanding of the question by ignoring the context.
Edit: Upon further thought, "Are you sitting anywhere?" could also be referring to the future, as in "Are you [going to be] sitting anywhere?"
This form is used in similar sentence constructs, for example:
"I'm going out for my run."
"Are you [going to be] running around the block?"
For the purpose of the question, this doesn't change the answer. I just wanted to note it for the sake of completeness.