Q is delayed, W and R aren't.
Let's say Annie's W/R required a specific target to be cast and then traveled to said target If that target became invulnerable while the spell was traveling to them, thus cancelling the spell, she would retain her passive.
Even easier, think of it this way : Q targets and enemy, R/W target an area. While an enemy can go invulnerable and make the spell disappear (thus not consuming the passive), the ground can't nor can Annie "miss" the ground.
Quite frankly, I can see the frustration and would agree that someone Zhonya-ing Annie's Q stun should make her lose it, but there's probably a lot of issues around it :
- They make her passive proc with casting the spell rather than the spell hitting : Annie can no longer combo her Q with another spell at 3 stacks to surprise someone.
- They make invulnerable targets target-able : Forget getting away with a flash after the Zhonya ends, as people are gonna buffer up targeted spells on you to hit you as you quit it.
Either way, the end result ends up being a mess either for Zhonya users or Annie players.