Other than disallowing the cleanup of Walls between external references and the host, I do not know of a way to not have Walls in xclipped portions of an external reference not clean up with overlapping geometry, unless you are willing to offset the external references along the "Z" axis such that none of the Wall baselines intersect any portion of any Wall in the other reference file(s). (Prior to 2009, it would have been enough to offset them so that the Wall baselines were not in the same plane.)
David Koch
AutoCAD Architecture and Revit User
Blog | LinkedIn