But if you are able to attach some additional node objects to each main object instead of doing a cube if you did a 3 orthogonal lines one for x, one for y, one for z, that might be workable.
For importing into Unity, I think it ignores points and lines.
Only meshes are imported. So maybe three triangles in the form of a corner to represent the axes.
sorry for the confusion - I have URDF which I use for the physics engine import, but
I also to import robot models into Unity using URDF for easy visualization and PBR rendering.
(you can see some examples at my website www.spryrobotics.com).