My feeling is that the sketch tool is mainly aimed at 2D. Drawing in 3D is a more complicated task.
You can set things up to "draw" on 3D objects: https://codepen.io/solowt/pen/MrWOvV?editors=1000 (hold control + drag to draw). The key here is that each drag event has an x, y in pixels that is transformed into a point with x, y, and z in world coordinates, so we're just adding a new x, y, z vertex to the polyline for every drag event. The x, y, z coordinates will respect terrain and 3D Objects, allowing us to draw with respect to whatever the x, y in pixels is intersecting, whether it's terrain or a 3D Object.
To change how graphics are placed in a Scene View, you can adjust a layer's elevationInfo. You can check out the API documentation for the elevationInfo property on various layers to see how this works. { mode: "relative-to-scene" } may give you something closer to what you're looking for.
I would say that for drawing in 3D, if you have to deal with 3D Objects, your best bet for now is to write your own draw tools, similar to the sample I posted, and tailor it to your use case. Keep in mind that "drawing in 3D" is hard to define and you're going to run into lots of weirdness, especially when it comes to drawing Polygons, but also with Polylines.
I drew from this perspective, and it looks like what I want:
But after rotating the camera, I see I've really drawn this geometry: