Metal-Ligand-Complex and bond directions: What defines coordinate system of the complex ion?
The answer lies in symmetry.  When placed in an octahedral field, the $d_{x^2-y^2}$ and $d_{z^2}$ orbitals are directed at the surrounding ligands because they have $e_g$ symmetry.  The remaining three orbitals have $t_{2g}$ symmetry and are directed between the ligands.  This explanation can be found in an undergraduate inorganic chemistry textbook such as that by Miessler, Fischer and Tarr.  (In the 5th edition, that's section 10.2.1 - Crystal Field Theory).