There is a setting, somewhere, that turns the format on and off. I searched for it in WF4, but couldn't find it. Check to see that the format isn't simply turned off.
Also, look for drawing layers. Not sure if you can put the format on a layer or not.
I don't use drawing layers, but I was burned recently by a drawing layer that got auto created because the rule driven model layers were set just so (a bug, I believe, but I haven't reported it yet). All my notes disappeared, had no idea why.
