I found threads on the Autodesk forums going back to 2008 on this topic. And it's on the Idea Station as recently as 2015. If you need this, give it a kudos to push its priority up a bit.
That said, here is a potential work around.
Place it like you normally would place the inserted block.
Using the Insert option will cause all the XREF layer names to be removed and the XREF will then be as if it was inserted as a block.