"They" in this case turns out to be Tribune Media Services, which announced on May 13, 2010 that LOA would cease to publish on June 13, 2010.
I'm not sure how much lead time the creators of a newspaper strip need, but apparently LOA didn't get enough because the strip stopped abruptly with Daddy Warbucks believing Annie dead and fed to sharks, while actually she was rescued by a notorious Eastern European
The creators are hoping that some other syndicate buys the strip and starts publishing it, but at the end there Annie was running in 20 newspapers across the nation, including, apparently, the New York Daily News, which has published the strip for the entirety of its 86-year run.
If I had a hat, I would remove it and crush it to my chest as though watching a funeral procession.
Congratulations on running almost 90 years, Little Orphan Annie.