It should also be noted how much disk space this can take up, and how quickly. The command actually saves a hidden copy of your xref, when you open your main drawing. Even worse, ACAD seems to never automatically police these files, remove them if they get >x MB, older than X days... anything.
If your main drawing has 3, 300MB xrefs, as soon as your file is opened with a CAD instance that has this active, POOF, ~1GB of hidden files in the drawing's directory are added.
Within a week of updating to 2021 our server completely ran out of free space because of this data hogging mechanism, so thank you @AllenJessup for actually answering the question w/o the 'duh, User Error' attitude that shows up at the start of the thread...