You can change your object color preference to the face color before extracting the curves. But I suspect you were looking for an option where NX would do that for you; I'm not aware of such an option in NX. A journal, as you mentioned, is one way to do it.
when i extract curves from edges they come in blue (i have the faces painted) and when i extract virtual curves comes the same way...i will try to mount a journal and i will call for your help then or if u already have something similiar please can u share ?