Our experience hasn't been great either, we moved to NX 2 years ago and we are still trying to work out some very basic issues we are having.
1 of which you posted above.
I feel your pain! The hole callout feature also does not work for a hole located on a cylindrical surface, i.e. a setscrew hole over a keyway in a pulley. This has been a known issue for nearly 10 years. WTF??? It's as if the programmers for this software have never tested their own code to see if it works properly, or have never used any other CAD software to see how CAD software is supposed to work. Add the ridiculous price to all the shortcomings and I just don't get it. How could someone design such an inferior product and then charge out the wazoo for it? Apparently, I'm in the wrong business.