Okular destroyed its best feature... now is mandatory to save the annotations embed in the pdf file. Why they did that?!

"This document contains annotations or form data that were saved internally by a previous Okular version. Internal storage is no longer supported.
Please save to a file in order to move them if you want to continue to edit the document."

This topic is already being discussed in viewtopic.php?f=251&t=141963.

As for downgrading, you'd have to use a distribution or package repository which still has the old version (safe from compiling from source, i.e. using the Applications/17.08 branch). However, in the long run downgrading will become more and more difficult.