your drawing will keep the state of the original xrefed file. If the original drawing of an xrefed file has certain layers on, then they will be on each time you open the drawing that has the xrefed file attached. What I do is use layer manager to toggle on and off certain layers.
In the drawing that will be xrefed into your master; open lman and save your curent layer settings and give it a name. Next freeze all of the layers that you do not wish to see in the master drawing, open lman again and save those settings with a different name. Now when you open your master drawing those layers will be frozen.