Why do annotations in DocViewer disappear when a student downloads?

Community Explorer

Our instructors are giving feedback to students using the DocViewer tool in Speed Grader. When a student views the graded submission, they can see the annotations while viewing the graded assignment in Submission Details. However, when the students go to download the graded assignment, the annotations do not show up on the download.

I have replicated this behavior using Chrome. After I downloaded the PDF, I viewed it first in Chrome and then in Adobe Reader. In both cases, I was unable to see the annotations. 

What could be the problem?