Auto scale first sketch in assembly (Creo Parametric 9.0)

Short answer is it seems this functionality is not provided in assemblies.

An easy way to get the same behavior, the way we did for decades, is to draw a quick bit of geometry in the sketch first, like a circle or a rectangle, size that to the approximate extent of the "real" geometry you want to create, then proceed from there. The auto scaling is just a convenience that was added in recent releases. I've honestly found it to be limited in usefulness.

If you want to use this functionality you could add a skeleton to your assemblies. If you sketch in the skeleton in assembly mode, you can scale the sketch and it will be visible in your assembly.

In assembly mode activate the skeleton model, create the sketch in part mode (skeleton model active) then activate the assembly. You would then have access to the sketch geometry in the assembly.