We have evaluated this issue as a bug and have determined it will not be addressed in the program in it's current state. In this case we believe the risks and challenges outweigh the potential benefit of resolving this issue. We strive to select the most impactful changes and issues to address with each release to accelerate the rate at which we deliver new features while sustaining the highest level of quality for our customers.
We would certainly recommend adding this program suggestion to our Ideas Community Page. Our developers check here first when building program enhancements to see what our users are most interested in seeing implemented.
To get the results you need in your query you can add a second line to the criteria to include blank values -
( Campaign List does not contain Annual
OR Campaign List blank )