Balloon/note leaders are usually associated to an object, but the balloon/note itself can also be associated to other annotations or geometry. If you reattach the leader(s) and the balloon/note still shows as 'retained' try this:
Edit -> annotation -> origin, pick the balloon/note and press OK. This should reset the balloon/note origin to be set at the current position without any associations.
You didn't mention the version of NX you are using. The menu location should work for most recent versions with the possible exception of NX 9.
Yes, sometimes.
For me it can be quickest just to delete the existing leader and add a new one.
It is possible that the note became unassociated because it was (unknowingly) linked to either the view itself or an entity in the view that changed with the geometry change.
edit (pull down on NX7.5) -> annotation -> origin -> unchaeck "associative"
