See attached image and it is self-explanatory. Insert a connector when Drawing Properties are set to Graphical Cross-referencing and the box is check to display unused children..
This issue was reported back in 2013 on the discussion group but the only solution was to use AEHIDEXREF. See http://forums.autodesk.com/t5/autocad-electrical-general/strange-items-near-connector-showing-up/m-p... That is not a solution. These xrefs should not appear in the first place. The connector is not broken into sections that require xrefs. Furthermore, these xrefs are not even in the xref attribute, but are xdata.