Annotations have not been completed removed. Underneath the objectives, Oracle lists:
Candidates are also expected to: Use Annotations such as Override, Functionalnterface, Deprecated, SuppressWarnings, and SafeVarargs.
For security, that was a relatively nebulous objective in Java 11. You essentially had to study a particular document they wrote, and they changed questions a lot when moved between the 1Z0-816 and 1Z0-819 exams. In other words, actually better its removed. You still need to know how to protect classes and with encapsulation and PreparedStatement statements for the exam, though, so it's not all gone.