Annie is doing not badly generally but like quite a few mages, the Rylai nerf has changed how she is played. (I was reminded of this by how squishy she can be in a King Poro game last night.)
I think the devs will notice that after they buff the more obvious champs for their post-Rylai-nerf compensation (Mal, Viktor, Rumble, Elise, Vlad), then they will find that some of the other champs that required Rylai's in certain situations (like Annie and even Heimer) are going to start to drop off. (Sad when a group of complainers get their pleas and it has unintended consequences for an entire class.)
Speaking of interesting quirky bans and mages, it's worth nothing that similarly Heimer is not doing well in mid according to champion.gg - see http://champion.gg/champion/Heimerdinger/Middle. 6.22-6.24 have not been good for the simple to play mages.