They're different mechanics.
Annie's spell is a targeted ability that relies on her spell registering a hit to trigger her stun passive. Popping her Q mid flight causes this flag to not trigger, so her passive isn't activated (and thus wasted).
Twisted Fate's cards are an auto-attack enhancer, and are subject to the rules governing auto attacks. This generally involves all effects being associated to an auto attack as it is launched. If it is interrupted, all effects are lost--so if you Zhonya's someone who threw a 1% crit chance auto attack, they won't have it available still on their next auto attack.