java.lang package in java

Because the java.lang.annotation package isn't the same as the java.lang package. They're simply different packages.

Imagine if importing one package imported all the packages "under" it - then

import java.*;

would import almost everything in the standard libraries - but that's not the way it works. An import statement of

import foo.*;

simply imports all the types in the foo package - it doesn't import anything in any other packages which happen to start with foo..