When required, I end up creating datum curves in the model that will appear on the drawing as those extension lines. That way they don't get lost. They end up on a layer called dwg_enhancement along with any other geometry that is there only to make the drawing clearer. I guess they'd help with 3D annotation as well, as they are part of the model.
I usually rename the curves also, to dwg_extension_lines, or some such to discourage accidently deleting them.