Solution:
First of all, note that if a circle passes through (0,0), (xi,0), and (0,yi), its center must be (2xi,2yi), the midpoint of the side opposite the right angle at O. Also note that the three points (2xi,2yi) are related to (xi,yi) by a dilation about O; thus the former three will be collinear if and only if the latter three are. It suffices to prove that the circles have a second common point if and only if their centers are collinear.
If the centers are collinear, all three circles are symmetric about the line of centers. Thus the reflection of O about this line is a second common point of the three circles. Conversely, assume that the circles have two common points, O and P. Then all three centers lie on the perpendicular bisector of OP.