Actually when you make some annotation to a pdf file, by default it is saved on some local metadata file. There is the possibility to save them directly inside the pdf using file -> save as. When you work on multiple environments, or with collegues that use adobe reader, it is mandatory to save them directly inside the pdf file. Having the possibility to choose the default behaviur could be a time saving. Ideally, this option will have at least two choices: "save locally" and "save inside the document".
You're using an old version. Update.
I'm using version 1.3.0 (KDE Neon updated regularly), where is this particular option? I can't spot it...
There's no option, saving the annotations to the pdf file is the only behaviour since 1.3