We use thermodynamic and neutron scattering measurements to study the effect of oxygen annealing on the superconductivity and magnetism in Pr$_{0.88}$LaCe$_{0.12}$CuO$_{4-delta}$. Although the transition temperature $T_c$ measured by susceptibility and superconducting coherence length increase smoothly with gradual oxygen removal from the annealing process, bulk superconductivity, marked by a specific heat anomaly at $T_c$ and the presence of a neutron magnetic resonance, only appears abruptly when $T_c$ is close to the largest value. These results suggest that the effect of oxygen annealing must be first determined in order to establish a Ce-doping dependence of antiferromagnetism and superconductivity phase diagram for electron-doped copper oxides.
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