There isn’t a way to see a 3D curvature comb on a projected curve. There simply isn’t an option to turn it on. Maybe I just can’t find it.
Adding points in the spline-on-surface command seems to overwhelm the spline and make it nearly impossible to control.
The only spline style allowed in the spline-on-surface command is the regular edit-points spline, not the “style spline” with external handles. You can however turn on the control polygon.
I agree for 90% of the situations where you need to apply a line to a surface, that a projected curve will work. However the two drawbacks that I can see are 1) indirect and therefore less efficient application of the spline, meaning you can’t immediately see what the effect of the surface will be on the spline…and 2) the projected curve method does get unpredictable/uncontrollable when working on surfaces that roll away from the sketching plane.