Callout seems to cancel the transparent background

Hi, I am a noob who started learning the Mathematica today, so I am sorry for my messy code.

I found that the first graph (without the callout) keeps the transparent background just fine when I copy that to the OneNote. However, drop the callout in, and the copied image does not have a transparent background, as you can see in my OneNote screenshot.

I am so clueless and at the same time so curious. I would appreciate any help on this issue or feedback on my work.

Thank you in advance.