You can angle them off to the side, but not dogleg as far as I am aware. Go to annotation Style, the "Line Arrow" tab and change dimension "F" to see what I mean.
This is standard drafting practice for regular dimensions, whereas using doglegs is not. For whatever reason doglegs are only standard practice for ordinate dimensions. I can see why this "is" the case for ordinate dimensions as it would have to be the only clear way to allow several nearby dimensions to be clearly shown. Why it is "not" used for regular dimensions is anyone's guess, but NX can't be blamed for only supporting standard practice.
Best Regards
Hudson