\documentclass{IEEEtran}
\usepackage[T1]{fontenc}
\usepackage{pgfplots}
\pgfplotsset{compat=newest}

\begin{document}

\begin{figure}[htbp]
    \input{Working.tex}
    \caption{<-> Arrow in Annotation}
\end{figure}

\begin{figure}[htbp]
    \input{NotWorking.tex}
    \caption{<|-|>}
\end{figure}

\end{document}