Jörgen, you are correct. This is the Help file section relating to Ortho drawings:
Understand Drawing References (Xrefs) and Overlaid Xrefs
Project drawings that contain references to other drawings are available for orthographic drawings. Non-project xrefs are also available, but they appear as graphics only and cannot have annotations.
However, xrefs that are overlaid are not available for orthographic drawings. For more information about overlaid drawings, see “Nest and Overlay Referenced Drawings” in the AutoCAD Help system.
Thanks for updating this post.