Annoying, indeed. Also risky, as it is so easy to delete a note, thinking it was completed, while a note might reveal quite a different picture. And surprising, as there is a good solution in Omnifocus for Mac.
Omnigroup know about this wish, but please send a mail to their support, so that they could add your vote for it. While hoping for a solution, you could manually add some sign at the end of your action names to indicate when there is a note attached.