Right now when the user adds an annex to their Elements transaction environment, it's silently dropped, causing sighash computations and other jets to provide incorrect results.
There is a FIXME in src/jet/elementsc/c_env.rs in new_raw_input about this, as of current master 06e656a. This issue is to track the FIXME.
See also BlockstreamResearch/simplicity#311 which is a libsimplicity issue which causes some minor complication (basically, we've gotta build a vector of annex pointers, which is fine, just a little inefficient).