Dead vs Illusion

[Moldon]

But this contradict Andrew's answer

Originally Posted by Andrew Hackard

Dead is not a monster enhancer; it is an immediate effect. It and the associated monster would be discarded immediately if you didn't need to keep it there to remind you that the monster you play it on has been killed (and you need to keep the monster there so you remember how much Treasure it has).

So this is a weird corner case in which the cards are neither discarded nor still in play, just like a Curse that is left on the table to remind you to take a penalty at some future time, for instance Change Sex. Annihilation cannot be played on Dead after the fact because Dead is not "in play" in the sense that Annihilation requires.