I agree completely with this approach

, the customer may not have put CC's on a drawing because the part does not have any critical features. One important issue to consider though is that if the drawing however has the inverted Delta (Signifying Safety Critical) or equivalent on it, but no CC's defined, I would talk immediately to my customer as a safety critical or similar product usually has key features that require control. If these are omitted I would be a little concerned that I may be hit with a late requirement from the customer that was initially missed but has an effect on PPAP dates.
If this is not the case, as Howard correctly states if you wish to perform internal capability studies then you are at liberty to do so for your own gratification and confidence in your processes. Remember if you perform these yourselves it is not compulsary to be part of the PPAP package but obviously you may review with your customer if you feel the need.