Hi Jan,
You're getting strange results for some reason. I just created an empty model, added a state chart with two states with a state flow between them. I added a note to the state flow, and exited.
On opening the EAP file with MS Access, then looking in t_connector, there's the connector (all alone), with my note in the notes field.
Make sure you are actually saving the note - yes, I know you are, but it must be going somewhere. Also make sure you aren't adding the note to a constraint or something.
Finally, where did you enter your query? Perhaps something is broken on the query end of things, and the appropriate bug report needs to be sent.
David
[NB: I used build 810, but the schema is the same as EA 6.5, so that would not have made a difference.]