welcome to forum,
When your annotation is placed on the drawing view then it will be grouped with dimension and if annotation is place on sheet then it will not grouped with the dimension.
so before placing any note just double click on the view( or RMB on view and click on Lock view focus) any note which you will add will be part of that view and be easily group with dimension. after this make sure to " ulock view focus".
Hope this help
Now it is works. Thanks a lot.