Either:
It's a new pin and it takes about 30 days for Pinterest to assign them.
They currently do have annotations, but PinClicks hasn't picked them up yet.
Sometimes, PinClicks will see/crawl a pin early on before Pinterest has assigned annotations. It can take 30 to 90 days for PinClicks to recrawl the pin from Pinterest, retrieving its latest stats and any annotations assigned to it.
The Pin Stats tool is a place where you can see the latest stats for a pin if you suspect it has annotations. Just paste in the pin's URL.