We have this feature request filed as CS-2069 and I just added your vote to it.
You're right that there is a slippery slope in making Announcements too feature rich, but in my opinion they should notify users when they are posted to reduce the chance of them being missed.
Thanks for the request,
Some users at our company complained about Announcements not being included in the mis-named All Activity Feed as well. Please add our vote to this item.