Away from the origin \(\nabla f\) has length 1, and at the origin it does not exist (the cone has a vertex). Since \(\nabla f\) does not exist, the origin is critical by definition.
A critical point of a function \(f\) of two variables is a point \((a,b)\) of its domain where the gradient \(\nabla f\) is the zero vector or does not exist.
\[\nabla f(a,b)=\mathbf 0\quad\text{or}\quad\nabla f(a,b)\text{ does not exist}\]
More practice problems: critical point of a multivariable function