The issue is that the component CSYS are not visible even
though the assembly was saved in a state where they were visible upon closing,
using entire reference set which includes CSYS.
If the Load Options is Minimal Load which loads only the geometric bodies in the active reference set, even though the active reference set is Entire Part, so despite the word "entire", only the bodies are loaded because the load option is set to minimal. If you hover your mouse cursor over Minimally Load - Lightweight Display in the Assembly Load Options dialog, the tooltip will say (among other things) "Loads only bodies in the active reference set."
To display component CSYS at the assembly level, you have to use Partial Load Options, then CSYS will be loaded in entire part reference set.
Notes