To do this, go to Tools [Extras] menu -> Settings [Settings...]... -> 3D settings -> Elements tab -> Connection point coordinate system, select the option For all connection points or For active connection points (from V12).

Attachment point coordinate system [Connection point coordinate system] " setting

Otherwise, make the setting in the configuration file yourself.

$CADENAS_DEFAULTUSER resp. $CADENAS_USER, psolopt.cfg

[Settings3DPane]
;# 0 = all, 1 = none , 2 = highlightesd/selected coordinate axes visible
#!
cpCoordinateSystem=2