I found a workaround.
I use “open with” plugin which allow me to add new entry in the contextual menu when I right click an image.
I added an entry which allows me to open the image with my favorite image editor software (ksnip on linux).
I annotate the image in ksnip, then ctrl+S to save.
then in obsidian I do ctrl+alt+o to reload the file, and my annotation appears.