Try inserting a datum CSYS, and choose the by 3 planes option, then you will get a point (and 3 planes and 3 axises) at the insersection of these three planes, and it will be assiociative. This is one solution maybey there's a better way, but it will do the trick.
Best regards,
Michaël.
NX4+TC9 / NX6+TC8Unified / NX7.5 native