I think the main intended usage behind annotations is to annotate data, which is why it’s expressed in data space. I agree it would be useful to be able to express annotation locations in plot space as well.
I see, thank you. My problem could also be solved if I could somehow manually move labels (instead of annotations) to certain position in plot space, but the only arguments I see are :top, :bottom etc…
If you prefer, you can specify things in mm relative to things with a bit of effort (see the the tikz/pgfplots manuals), but relative coordinates in the [0,1]^2 box are generally the most convenient.