I could see how users may have thought that it was a duplicate. But in reality, this is a bug so in the end you may end up having to get an extension to fix this until YouTube actually addresses it. I have reopened the question.
Edit: After discussing with another mod, it was decided that there is nothing that supports this being a separate question. It is indeed asking for the same solution. I could replicate your problem with annotations not being kept off but, as I said above, this is most likely a bug, and would end up getting closed as localized.
We wil be closing the question (...again doh!) while adding a bounty to How can I permanently disable video annotations on YouTube? to raise some attention to the question.