If you can't check Keller's work, how do you know you can trust him? The absence of annotation unfortunately and perhaps unnecessarily puts the whole book straight into the category of “Bullshit”, as defined by Harry Frankfurt:
[… B]ullshitters seek to convey a certain impression of themselves without being concerned about whether anything at all is true. They quietly change the rules governing their end of the conversation so that claims about truth and falsity are irrelevant. Frankfurt concludes that although bullshit can take many innocent forms, excessive indulgence in it can eventually undermine the practitioner's capacity to tell the truth in a way that lying does not. Liars at least acknowledge that it matters what is true. By virtue of this, Frankfurt writes, bullshit is a greater enemy of the truth than lies are.
By not subjecting himself to scrutiny and evaluation through annotation, Keller (or his publisher) seems to be saying that the actual truth doesn't matter, only the sense of truth — “truthiness”, as Stephen Colbert says. And it's even more of a problem with a writer of Keller's considerable talents: He spins a great yarn of lively, colorful prose … but his stories just don't happen to be true. Or maybe they are. At best, you can't tell, and it doesn't seem to matter. That's not the point!
As Bob pointed out, annotation is no guarantee of reliability: Ann Coulter provided notes in her books, but clearly didn't care if anyone read them, since they didn't actually support her points. She's a hack, a comedienne, a bullshitter, and she doesn't particularly care if you know it. Hey, it's a living.
Surely Keller aspires to something beyond what Ann Coulter represents. And so, he should do his audience the favor of showing where he's getting his facts from — if facts they be.
PS: Bloggers annotate all the time. What is hyperlinking if not instant annotation? And respectable bloggers will link to respectable sources; hacky bloggers to suspect sources. Credibility is earned one hyperlink at a time.