Automator PDF actions
I've just tested this with the following workflow, selecting the Legal Notices.pdf from Photoshop CC as my sample, and it worked fine, keeping all annotations on the PDF.



One thing to note that may be causing the problem is that the PDF is not saved. When adding annotations to a PDF, don't forget to save the PDF before running the workflow. If Preview states that the PDF has been edited, don't forget to save.