We've seen the same thing happen on Reddit, and if I recall correctly it's due to the video that's loaded from the homepage still using a rel="canonical" statement saying the home page is the canonical URL for that video.
Right-clicking and selecting "Open in a new tab" over the video you want tends to set the rel="canonical" statement to the videos URL in the new tab, which then anchors the annotation to the actual video url and not the home page URL.
See:
https://web.hypothes.is/help/how-to-establish-or-avoid-document-equivalence-in-the-hypothesis-system/ (though note this is advice for web site publishers, not for individual users).