This is a new behavior, similar to making Sketches 'internal' to their 'child' Features, only now Datum Planes can also be made 'internal' to their 'child' Sketches.
If you wish, you can disable this behavior by going to...
Preferences -> Modeling...
...and toggling OFF the 'Automatically Make Datums Internal to Child Sketches' option near the bottom of the dialog.
John R. Baker, P.E.
Product 'Evangelist'
Product Design Solutions
Siemens PLM Software Inc.
Industry Sector
Cypress, CA