To do what I want to do, which is simply insert a center mark on a drawing for a round feature (sheet metal bend, hole, etc), SolidWorks doesn't require an axis. You can just click "centermark" and click the feature on which to place it. Done. I never even showed axes in SW unless it was absolutely necessary, and even then is was a very easy operation to isolate only the one(s) I wanted to show. The screen is only as ugly as you let it me, imho based on my experience (almost 10 years, from SW2004 up to SW2011).
As far as ProE - I attempted to set this configuration and it's still not inserting an axis for the feature in question. I've created a sheet metal profile from the side view, my sketch drives the bend radii, etc. The "round" feature is an extrusion of a curved line of a certain radius. So, I don't think it's regognizing the resulting surface as something which can have an axis.
It's only frustrating me because ProE can't figure out that I want to make a center mark in the drawing without referencing some model dependant features. /vent
I guess this truly is one thing SolidWorks does better than ProE.