I had the same problem. In my case, the error only came up with one of my EEG datasets (which was recorded the same way as all the others). This eventually fixed it for me:
From the EEGLAB GUI, File > Manage EEGLAB Extensions > Biosig 7.3.5, then click "Install/Update".
I had previously tried updating source files (like edfannot2evt.m) manually, but I think doing so caused some problem with path (even though I tried manually updating that as well...). In any case, this manual updating didn't do the trick for me. But going through the GUI did, so maybe this will work for some others who face the same problem.