Right click the bend annotation /Edit/Specify Location in Origin...i hope i understood your question clearly.
Leader(arrow) "select terminating object" only works when in same line... If gap(=bend line disrupted) in line it won't move the leader. Why ?
To me the only alternative seems like you can remove the leader of the annotation and make it aligned (to the centerline). Would be good to file a ER (if there is no solution to it).
Btw if you are interested then you can use the Aligned setting.