Yes, TGLSurfacePainter doesn’t draw any axes with sph/pol/cyl options (what should I draw? angles?).
I’m not sure, where is your TAxis3D object with gl option 
But even if it’s draw on top of GL scene, it will be incorrect, because in openGL we have our own coordinate system, in a pad we have TView to convert 3d to 2d, they works differently.