It turns out Dimension Tool can’t snap to points of a live compound shape — the cursor displays a 'forbidden' icon and a click does nothing.

The tool should treat the shape as every other tool does and allow to snap to all points (including those to be removed on expand) and intersections, and stay live when the shape is modified (when possible, until the topology changes too much to maintain the connection).

Thanks to René Andritsch for the discovery.