As Jess said, if the properties are treated as annotation properties, this is an issue in your ontology. Protege is based on OWL API, the type of properties has to be declared explicitly in RDF/XML, otherwise the parser would have to guess. Declaration axioms are the way to go.
By the way, even if those properties would be annotation properties, on an RDF level nothing would have been changed, thus, SPARQL would be even possible in Protege as long as you use the default SPARQL tab (which is based on RDF4J)