In my non-current version it's under: "Insert, Model Datum, Sketch".
I just did a quick test. You cannot xhatch a projected curve, and you cannot xhatch a projected cosmetic. But with the datum curve, at least I can reference the geometry later for other features, which you cannot do with a cosmetic. You can't even measure to it. This is the primary reason I use curves vs. cosmetics, the graphics issue 9seeing the cosmetic thru the part) is a close second why.
It would be a nice upgrade if projected and wrapped curves and cosmetics could be xhatched. If not, I just offset a surface .001 or so and trim it, and make it whatever color I need.