Thank you for your prompt reply. That was my mistake. What I meant was that in the “Add Annotation” feature, text-only annotations do not include citations by default, so they cannot be added to the bibliography and must be inserted manually. In contrast, annotations with images include citations by default, so this issue does not arise. As shown in the image below, the text annotation at the top has no citation, while the image annotation at the bottom includes a citation (highlighted). I am raising this point in response to the statement in the “Zotero 9 announcement”: “The word processor plugins now feature a new Add Annotation button that lets you insert one or more annotations directly into your document, with active Zotero citations that automatically generate bibliography entries.” I request that, in future updates, text-only annotations also include citations. Thank you again.
https://s3.amazonaws.com/zotero.org/images/forums/u7760383/s2rzfni70k7uv7gzqzj9.png

Dear dstillman, I don't know how to use the @ feature to reply to your comment, so I'll just post a new reply below.
Thank you for your reply. As shown in the image below, I added annotations to a Zotero reference using three methods: “Select Area,” “Underline Text,” and “Highlight Text” (left side of the image). The first method is the image annotation I mentioned, while the latter two are text-only annotations. I inserted these three annotations into Word using the “Add Annotation” feature (right side of the image). As you can see, the “Select Area” annotation initially appears with a citation (highlighted), while the “Underline Text” and “Highlight Text” annotations do not include citations. This is not a software error but rather a feature enhancement. I am very grateful for your patient response.
https://s3.amazonaws.com/zotero.org/images/forums/u7760383/d8sg3ai3laaaavbjphwe.png

I performed this test under the “Restart with Logging Enabled” setting in the Debug Output Logging section. After restarting, the system entered Troubleshooting Mode, and the Debug ID is D803150449.
Even after disabling all plugins, the results remained the same as before. Only comments generated by “Select Area” include references, while those generated by “Highlight/Underline Text” do not.
https://s3.amazonaws.com/zotero.org/images/forums/u7760383/7gc4b651rbtcicerflfv.png

You're absolutely right—that's exactly why! I just checked and found that the {{citation}} had been deleted. This issue had been bothering me for a long time, including when I was converting Annotations to Notes. The problem has now been fixed. Thank you for your reply; I really appreciate it.