Michael,
I tried the steps you outlined on my end and didn't get the same result.
Here's what I did in a blank drawing (created from the acad.dwt template).
1. New project, set scale.
2. Add area refnote, set to "no leader" option.
3. Place refnote area hatch. Call out.
4. Edit refnote, change to arrow leader. Hit OK.
5. Callout hatch again. It prompts for arrow and places correctly.
Try these steps. Maybe the arrow option just didn't get saved when you edited the refnote?
If it's still not working, send in the drawing with Land F/X .lfx preference set and project files and I can help troubleshoot further.
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Thanks,
Amanda