Sona's damage was non-interactive. She didn't need to get in range or even stop moving to do her harass. When you have no risk on your harass, the damage needs to be a bit lower. Annie has a brief cast time on her q and her autoattack's animation has a pretty good pause time.
Veigar's stun can stun people from 1025 range(650 cast range, 375 radius) without a flash, so it needs to have a bit of a delay. If you can stun people from over 1000 range that frequently, it needs to have a tell.
Annie's 1000-range stun requires her flash which is a 5 minute cooldown, which is why it is permitted.
Before anyone accuses... I've never played annie in ranked, and I think I only played her once in normals back when LoL first came out. I've played her a few times in ARAM and HATE playing her, so no... I'm not just 'biased in her favour'... back when I last played I was actually trying to learn Sona 'cause I enjoyed her playstyle.