Another great reaction! To be fair, the Survey Corp is rather large and the military itself far larger. Amongst all the blondes therein, Annie is just a lowly cadet who's supposed to be in the Military Police. So Erwin and Levi and everyone else couldn't realistically look at the titan and suspect its her, provided they even know she existed. As for the rest of the cadets, they're all far too blinded with the traumatic events going on to ever think any of their friends was a shift-shaping titan. So while the audience gets it almost immediately, and it can be frustrating, it's understandable that none of our heroes recognize her.