The screenshot doesn't really help understand what the issue is... Can you upload a sample page with both kinds of annotations to somewhere like Dropbox, Google Drive or Adobe Cloud and post the link to it here?
Here is a more descriptive screenshot: The Yellow arrow is pointing to an annotation done at the same time as the annotations referenced by the red arrows. Once I save the file, I am no longer able to independently select the annotation referenced by the yellow arrow, it has no bounding box of its own like the other annotations, but seems to have been flattened into the same paragraph as the original text.
What tool are you using for the selection? Are you seeing the highlights under the Comment panel?
I have a feeling you're using the Edit Text & Images tool, which is not meant to interact with comments, but with the static contents of the file.