I submitted this to GTAC, and got a response. It is currently possible to do this.
While in the Sketch, go into the ‘Inferred Constraints and Dimensions’ dialog and reorder the rules so that ‘Create Dimensions to Reference Axes’ is at the top. Now the Auto Dimensions should be created to the Sketch origin.
Edit: If you want to make this a persistent change.
1. File->Utilities->Customer Defaults.
2. Expand ‘Sketch’.
3. Select ‘Inferred Constraints and Dimensions’.
4. Select the ‘Dimension’ tab.
5. Move ‘Create Dimensions to Reference Axes’ to the top.
6. OK the Customer Defaults dialog.
7. Re-start NX.