If your board is drilled with a NC drill machine, these drill dots are not needed. If you want to drill the board manually, drill dots aid positioning.
It is possible in Gerber to use pads with drill dots, pads with holes do exist.
But the problem is that all traces beginning or ending in a pad with a hole paint the hole. The traces should be modified not to end in the center of a pad.
It may be done in Gerber using the LPD and LPC commands. Switch to LPD, plot all pads and traces, switch to LPC and plot all drill holes as small round pads with the diameter of the hole. In this way positive and negative plots may be combined.
I can't tell how this may be done using Altium, but it is possible in a Gerber plot file.