Tooltip(Annotation on Hover) for Python Visual in Power BI

Looking at the documentation:

https://docs.microsoft.com/en-us/power-bi/connect-data/desktop-python-visuals

It is probably this part that prevents tooltips:

Python visuals are refreshed upon data updates, filtering, and highlighting. However, the image itself isn't interactive and can't be the source of cross-filtering.
Python visuals respond to highlighting other visuals, but you can't click on elements in the Python visual to cross filter other elements.

Probably the script runs, produces an image which is then shown in the report. This is then the reason, that there is no feedback to your script to produce the tooltip.