There is no way to show dimension names within a sketch. The sketch has its own internal names for the dimensions, of the form "sd##", as you've noted. It has always been this way.
If you are wanting to have the names of the dimensions so you can define relations within the sketch, let me heartily suggest that you don't do that. Over the years I've found that relations embedded in sketches are terrible. First, it is not evident that dimensions are being governed by relations because they are "hidden". Second, the only way to edit those relations is to redefine the sketch, which can be a real pain if it triggers a regeneration cascade.
It's always best to keep the relations in the relations area, where all the calculations are visible and you can use the dimensions you've renamed to understandable things.
