Almost everything else can be used for construction, why not projected curves?
With regards to the offset curve used as construction I turned this into PTC in Nov/2011 ref case#10544455, SPR#2100664. Was told works to spec, but was given a workaround. The workaround given is:
1)Offset the geometry you want to use as construction.
2)Delete the offset geometry, the reference will remain.
3)Dimension / Constrain new geometry to the offset reference.
Hope this helps you.
This works also for projected curves, if you delete the geometry a reference is present. Not exactly the same as construction geometry but good enough in most cases...
Actually I just tried with a simple sketch over a solid part, offset an edge and deleted the geometry, and no offset reference was left That's weird... Creo 3.0 M060