Your room reservation and your ADRs are NOT connected. They might show up on the app but they are not on the same system. If you cancel the room reservation it does nothing at all to your ADRs and those must be cancelled separately. If you want a celebration on your ADRs you can call 407-WDW-DINE and put it on the ADRs. If you want the celebration on all your ADRs you do need to ask the agent to put it on each ADR. As for annoying the CM, that is supposed to be their job, and they are supposed to do it without giving you a hard time. If anything they should probably be annoyed at their employer, for encouraging guests to add celebrations and then making it so difficult to do.
At this point you have to call, as adding a celebration is not available online.