I've also been encountering this annoying bug recently, in SketchUp Make 2017. When you change the axes inside a group, even using the axes tool, it resets upon saving.

See demonstration:

Thanks to others posting in this thread, it seems that the workaround is to either:

• Make the group a component, or

• Change the axes, exit out of all groups back to the main model, and then save

It seems that doing it this way allows the modified axes to "stick". Thanks to others for the tips!