ksk0711,
Yes the grid element markers adjust to scale by default, so do the Zone markers. I wonder, are you changing the scale in the source view or in the Drawing Selection Settings? These two scale settings behave differently. When you change the scale of the source view then the annotation will scale up or down. When you change the scale of a drawing in the drawing Selection Settings the annotation and the model elements are resized together. I hope this helps.
Best regards,