Nihilus w/ Nihilus lead doesn't regain health after Annihilate

But with a (non-zeta'd) DN lead, he is supposed to get 100% health steal, so I figured he should regain health when he annihilates. I guess since he hits the rancor for 99,999 damage, I imagined him replenishing a lot of health if he annihilates a high health+protection character with the health steal from his lead. But it seems like the game just treats it like a zero-damage instant kill. Zero damage = zero health steal.