That's an issue in KOReader, not in calibre.
Pulling books from device wirelessly is not supported right now. It will be supported some day, hopefully.
That day you'll be able to sync back annotations to calibre wirelessly using
https://github.com/koreader/koreader...ment-729834475. Until that day arrives you'll need to use that plugin (if you want to sync annotations) or pulling books using a usb port.