When working with Xref scenes, one workflow that has been pretty popular across studios I've worked at has been to always work in a separate WIP file and then when ready, save over the main xref.
It would be great if we could tell max that a file is being used as an xref and define two locations for it:
Location one would be where the master file is reading the xref from, location two would be your WIP folder that always saves iteratively.