In Zotero you just do that in your PDF reader of choice. If you're using syncing, as long as the PDF reader saves annotations back to the original file, Zotero will automatically sync the updated file to other group members.
The one downside of this approach is that multiple people can't modify the same PDF at the same time. The upside is that you can use whatever PDF tools you want and annotations remain accessible in the file even if you stop using Zotero, which goes with our philosophy of leaving people in control of their own data. (Mendeley stores annotations and highlights in its own encrypted database, and you can't even export PDFs with annotations in batch. If you want to get a PDF with your annotations out of Mendeley, you have to do it one file at a time.)
Thanks for explaining how it can be achieved in Zotero. We did try this out, but just as you mentioned, the annotated/highlighted PDF changes the file. We liked how Mendeley keeps that information in a separate DB and lets you make the markups right in the app, instead of having to do it yourself outside the application. It was simply more seamless for our non-tech people.
The one downside of this approach is that multiple people can't modify the same PDF at the same time. The upside is that you can use whatever PDF tools you want and annotations remain accessible in the file even if you stop using Zotero, which goes with our philosophy of leaving people in control of their own data. (Mendeley stores annotations and highlights in its own encrypted database, and you can't even export PDFs with annotations in batch. If you want to get a PDF with your annotations out of Mendeley, you have to do it one file at a time.)
Disclosure: Zotero developer