Hey there!
Unfortunately PDF.js Express does not support merging annotations directly into the PDF yet. The document and XFDF would have to be saved separately, and then when the user re-opens the document, you would have to import the XFDF using the importAnnotations API.
However, we will be releasing a REST API service very shortly that can merge the XFDF directly into the PDF. When it is released, we will post an announcement in the Announcements category.
Thanks,
Logan