aws_cdk.Annotations: Annotations only work at Stack or lower level Constructs

### Describe the bug

When adding an `Annotation` to a Construct, if that construct is not a `Stack`, or in the scope of a `Stack`, the `Annotation` will not be output or respected. This has to be an error - since we should be able to add annotations at the app level (say, for synthesis of AWS CDK Pipelines, or other non-stack resources).

As a workaround, I've been looking for the "first found stack" by iterating through the `App` children and adding the `Annotation` at that level, but it should not be necessary.

### Regression Issue

- [ ] Select this option if this issue appears to be a regression.

### Last Known Working CDK Library Version

_No response_

### Expected Behavior

```python
from aws_cdk import App, Stack, Annotations

app = App()
stack = Stack(app, "test")
Annotations.of(app).add_error("test") # no failure
app.synth()
```

I expect this to generate an error message at synthesis.

### Current Behavior

Currently, it does not.

### Reproduction Steps

See above for reproduction steps. Adding the annotation to the "stack" instead of the "app" does work and generate an appropriate warning - but not all resources in CDK fall under a Stack!

### Possible Solution

There may be something in how Annotations are configured that require them to be added to a Stack and not an App.

### Additional Information/Context

_No response_

### AWS CDK Library version (aws-cdk-lib)

2.233.0

### AWS CDK CLI version

2.1031.0 (build 3d7b09b)

### Node.js Version

v20.18.1

### OS

MacOS

### Language

Python

### Language Version

Python (3.13)

### Other information

_No response_

Reproduce the issue with the Python example using App, Stack, Annotations.of(app), and app.synth(). Start by tracing the Annotations.of and synthesis entry points, then compare app-level behavior with stack-level behavior. Done means an app-level add_error produces an error message during synthesis without requiring a Stack scope.

Written by the indexing model from the issue text.