Again, probably by design. How would SW know which point in your ACAD sketch should be connected to the SW sketch origin? I think what you mean is SW ignores your ACAD origin so it temporarily appears to float? Until you provide it some requisite information to align & anchor to its universe (which is trivial to do). Actually makes perfect sense to me. SW is doing you a favor. Remember SW a 3D modeler which means a sketch plane is not limited to the 3 primary XYZ based planes. Planes can be orientated at any angle in 3D space, however you define it. Furthermore as my prior example tried to show, the planes may well change & update if they are based on underlying features which have changed, which is exactly what you want. Anyway lets say you are in SW about to sketch on one of these seemingly random angled planes, how could SW guess the origin of your 2D model? They are apples & oranges. This is another side effect of how you've chosen to work, not a SW program limitation. Not sure but I cant image this would be different in any other 3D modeler. I suppose it could guess the origin & lock it down, but if it guessed wrong, now what?
By way of analogy, when you import a background jpeg into SW to act as a basis for a design, SW doesn't know how many pixels equals an inch or mm or if the picture is the side/top/bottom/cross section. How could it? So first you specify the correct plane & import. Now it does provides a useful tool. Upon importation it pops up a distinct reference line which you can re-orient & slide grips to reference positions & dimension the line. Now the background grid is essentially dimensionally scaled to the picture, which means any subsequent sketching you do (tracing features) automatically has a corresponding dimension that makes sense relative to the jpeg.