Firstly, while I will not debate what must and cannot be done on your drawing, I think it's important to note that if something with a datum callout cannot be done, then you are more than likely not violating any standard, as Siemens (and all of the previous NX "owners") are pretty diligent about abiding by existing standards. If you can fit the datum on one of the extension lines, then I'd do it. It's not "wrong", and you'd probably have a tough time convincing the powers that be that it needs to be added, since a dimension's extension line is "standard".
How about a leader with no text (or a [space]) with the datum coming off the stub, like a Radius dimension would have the datum on the stub?
If the suface is a true arc, you should be able to attach the datum flag to the arc. If not, then ignore this suggestion.
You can set the Type to Flag in the Datum Feature and pull that off of an extension line, but that's not what you're showing in your image.
In a manner of speaking, your initial method (as a sketch in drafting) should be associative, if you've geometrically constrained the line to the arc/surface properly. If the arc/surface moves, then so should the line, unless you completely delete the surface/face.
Tim Flater
NX Designer
NX 8.0.3.4
Win7 Pro x64 SP1
Intel Xeon 2.53 GHz 6GB RAM
NVIDIA Quadro 4000 2GB