In a older Magnet Office version, the Export to AutoCAD had an option to set a layer for the Annotation. So that if you had Point Number, Point Elevation & Point Code annotation... these would be all in the same single layer, rather than individual layer's associated to the point layer name.
You can try using the Layer Translation table.
You will need to check ON the flag for Create Layer from Layer Translation Table, click Modify.
In the Layer translation Table dialog, click Settings.
This takes you to the definition table. This is the list of layers and its settings.
To automatically populate, click "Get job layers". Click OK.
Back in the Layer translation table, press Update. This is the list of MO layers and the corresponding layers they will be exported to in Acad.
In this dialog, the "Annotation Layer" determines which layer to put the annotation into. $LYR$ denotes the layer name. So if you remove this, and call it say "Annotation", ALL the annotation in the job will be exported into the "Annotation" layer.