Even when Martin was deep in the Lonely (season 4, not specifically MAG 159) and he was just recording statements and talking to himself, and no one talked to him, Annabelle was listening to the tapes.
And if it was just the Web it might be kind of creepy. (Maybe it still is, but the ‘creepy’ threshold in a place dedicated to a voyeuristic fear god is high.) But if it’s Annabelle, there’s a person on the other end. Someone is still listening.
Maybe she even sympathizes with him. She knows Jon is probably going to save him from the Lonely (in order for Jonah to mark him), so she’s probably going “hang in there Martin, Jon’s going to help you”. And I think that’s sort of sweet.