I've seen this on models downloaded from vendor sites even when in SE format. What are you wanting to do with the Ref axis. Typically you just show and hide Ref axes.
"I've never used a ref-axis in 10 years of SolidEdge.
Has anyone else?"
In the past I didn't use them because I could not figure out how to turn them on. Instead I would create a sketch in the part. Now that I know how to activate Ref Axes I use them more often.
"And the way you show in your earlier post (show ref-axis), doesn't work."
Make sure you are selecting the correct commands. DO NOT use Tools-Show All-Reference Axes. Instead use Tools-Show All-Toggle Axes. Then click on a cylindrical surface. If ouu do it correctly a Ref Axes feature should appear in the Feature Pathfinder.