Yes there is a way! Or rather... a hack. Open your maxpat file with a text editor and then edit the annotation text. Easily found, because a maxpat is one big text file. You can then enter the \n characters like your were trying and Max will display this correctly. Have fun,
Thanks Hens for the tip. Unfortunately those object in question are in the top level patch of a M4L device and hence not editable with a text editor. I could move them to an abstraction and load them with bpatcher I assume, but then it's not that essential to mess up the device structure for a line break :)
Jan, still not a problem, because Max objects copy with all their properties intact. You can make a small Max file with the proper annotations, edit those and then copy paste them to your M4L device. Problem solved!