We study the effects of quasiparticle interactions in a quasi-two-dimensional (quasi-2D), zero-temperature Bose-Einstein condensate of dipolar atoms, which can exhibit a roton-maxon feature in its quasiparticle spectrum. Our focus is the Beliaev damping process, in which a quasiparticle collides with the condensate and resonantly decays into a pair of quasiparticles. Remarkably, the rate for this process exhibits a highly nontrivial dependence on the quasiparticle momentum and the dipolar interaction strength. For weak interactions, low-energy phonons experience no damping, and higher-energy quasiparticles undergo anomalously weak damping. In contrast, the Beliaev damping rates become anomalously large for stronger dipolar interactions, as rotons become energetically accessible as final states. When the dipoles are tilted off the axis of symmetry, the damping rates acquire an anisotropic character. Surprisingly, this anisotropy does not simply track the anisotropy of the dipolar interactions, rather, the mechanisms for damping are qualitatively modified in the anisotropic case. Our study reveals the unconventional nature of Beliaev damping in dipolar condensates, and has important implications for ongoing studies of equilibrium and nonequilibrium dynamics in these systems. Further, our results are relevant for other 2D superfluids with roton excitations, including spin-orbit-coupled Bose gases, magnon condensates, and He-4 films.