Not all Skype capabilities are in Teams. Slide annotation is one of those that is missing.
You can use Whiteboard - currently inVision but Microsoft Whiteboard support is coming directly into Teams. Polls are also on roadmap.
What I use, is that I share a OneNote, Microsoft Whiteboard or even Mural using a link. One thing that you could do is to share a edit link to your PowerPoint presentation so all attendees could edit the presenation directly - and there is a built-in ink support.
There are lots of 3rd party apps for Teams - I recommend to check them out to see if some of those would suit your collaboration needs.
The way I see it - Teams is not Skype and it is not trying to replicate everything exactly.
Agreee...despite of Marketing folks giving the opposite message, there is not such a parity in terms of features when comparing Teams and Skype. Another alternative you have here is to use the Meeting Notes you have in each meeting that uses Team Wiki
Meeting Notes have no version history /recycle bin and they are only usable inside Teams and you can't share them with externals. At least not yet. I usually advice to use OneNote or Whiteboard instead. Whiteboard has no version history or recycle bin either so OneNote is the most compliant.