Step 1: Concept
The five d-orbitals are split into two groups based on their orientation: $t_{2g}$ (between axes) and $e_g$ (along axes).
Step 2: Meaning
$d_{xy}, d_{yz}, d_{xz}$ have lobes between the coordinate axes.
Step 3: Analysis
$d_{x^2-y^2}$ has lobes exactly along the X and Y axes, and $d_{z^2}$ has its maximum density along the Z-axis.
Step 4: Conclusion
Thus, the pair $d_{z^2}, d_{x^2-y^2}$ consists of the axial orbitals.
Final Answer: (B)