Not correct, or at least not according to standard GR. Check out part 3 Tolman's Paradox here: http://arxiv.org/abs/gr-qc/0505040 The unexplored implication is that if a ball of matter-antimatter annihilation radiation is NOT constrained by a membrane, the initial gravitational mass doubles. It does rely on stress as a source of gravity in GR, and that even freely propagating radiation has 'internal stresses'.
There does seem to be some issues around this... so let us just say that when an e- and a e+ annihilate the gravity does not dissapear since the resultant photons do produce a spacetime curvature - whatever the final actual warpage turns out to be.