See this graph of the known standard model interactions: https://upload.wikimedia.org/wikipedia/commons/4/4c/Elementa...
Gravity isn’t shown because every type of particle in that graph interacts with every other type of particle via gravity (i.e., the stress-energy tensor).
A lot of people may not realize that a perfectly mirrored box containing photons would have “weight”. Similarly, a spinning top weighs more than the same top that isn’t spinning, a compressed spring weighs more than the same spring in an uncompressed state, and the earth+moon system weighs less as a unit than if you pulled them apart and added together their individual weights.
In fact, most of the “weight” of an atom isn’t due to rest mass at all but rather the kinetic energy of the motion of its constituent particles.
For electron/positron collisions, it isn’t so much “annihilation” as it is a change of form. After the collision, total momentum, angular momentum, and energy all remain the same. Even though there are no longer two particles that have the property called “rest mass”, the effect on the gravitational field remains exactly the same the moment before and after the collision.