Please confirm how exactly you save the files on your device.
Also, you may refer to the steps in the following link for saving the files and then try replicating the issue and see if it still happens:
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After adding any kinds of annotations such as Highlights/Underline/Strikethrough/Notes to the PDF on the Document Cloud through the Web Browser, please make sure to click the “<” next to the filename at the top of the left hand corner to close the document in order to save the newly added annotations.
Then open the same file on any devices, the annotations should be shown up.
Hope this help,
The same thing happened when I highlighted some pdf documents from my Android tablet, then opening the document on my laptop and phone. I found out that I needed to close the document (or go to the My Documents menu) in the tablet I was working on, and then a "Document saved" notification appeared, and then it would open with the highlighting on the other devices. Hope this helps anyone else reading this.