PMI annotation/callouts in model do not show up in Draft view when retrieving dimensions/annotations.
Solution
Even though the PMI callout did not have a leader which is not required, it still must be attached to some face, or edge of the model to appear in retrieve dimensions/annotations of draft. Once you do that and update the drawing view(s) it appears in the draft view.
Notes and References
Hardware/Software Configuration
Platform: INTL64
OS: window
OS Version: 764
Product: SOLID_EDGE
Application: PART/SHEETMETAL
Version: V219MP6
Function: PMI_MODEL_VIEW
Ref: 001-9455266