Try dimensioning to the circle rather than the centerline. That should put the offset closer to the center of the hole.
I agree that the gap should be the same whether extended lines is on or off. The problem with dimensioning to the circle is that will usually make the dimension line run over the end of the centermark so that there is no gap, and then you have to manually set its position (and it can be hard to select the dimension line to drag it rather than selecting the centermark).
I can't figure out a way to do it automatically. Perhaps you should submit and ER.