Well in XNA the problem is solved quite easily by copying the bone transforms of the point. One just needs to set the point as a ModelMesh in the 3d creation tool. E. g. in 3ds MAX it is by setting it as a separate element of the scene. Then in the engine you can access the ModelMesh by its .Name propery and get it's position by doing Model.CopyAbsoluteBoneTransformsTo(). There are a few more steps to do, but if you search CopyAbsoluteBoneTransformsTo you will find all you need.
Here is the Stack Overfrol article that helped me: