Let me preface what I am about to say by saying I am currently on WF 5.0 so not sure about the work flow in Creo.
You can always create that point on the fly as you are creating your sketch as well. If you are already in sketcher mode, and then decide that you want to be able to reference the intersection between a curve/ edge/ axis etc, and a given surface; then activate the Datum point (not sketcher point) tool. after you have done this sketcher is placed on pause as you generate the point. While in this pause mode, select the curve/ edge/ axis etc. and the plane that defines the intersection, in this case, the sketching plane. After fully defining the point, take sketcher out of pause select the point as a reference and then you can use this point to constrain your geometry using coincident etc.
I have added a sketch to the previous model and given it a different name to clarify what I am referring to. Dynamic edit also looks cool with the spline here too, and you can watch the sketch move along with the intersection.