Yes, I can use X or Y keys to draw a horizontal or vertical dimension. I can also pick the first point, hold the Shift key and pick the second point to create a horizontal or vertical dimension. It works, but it will not be parametric, so if I change the object, the dimension will not change. To be parametric, I have to select a line instead of points, but then X or Y keys won't help.
OK, I took two screenshots. On the first screenshot, it's in the XY (top) working plane. I select the green line, then I draw horizontal and vertical parametric dimensions. On the second screenshot, it's the XZ (front) plane. I select the green line, then I draw the horizontal parametric dimension, but I can't draw the vertical parametric dimension.
I've noticed another problem. As you can see on the second screenshot in the XZ (front) plane, text is over the dimension line, but the Data -> Text Spacing is 50 mm, so it should be moved up, but it's moved down and I can't set a negative value. In the XY (top) plane, it's OK with the same Text Spacing (the first screenshot). Moreover, I had to use Draft -> Utilities -> Flip Dimension, which is quite hidden, so I think Flip Dimension should be in Data. For example Flip Text is there.