The Specify On-screen option in the Insertion point panel is checked by default, and this ensures that you are prompted for a point to attach the XRef. You can uncheck the Specify On-screen option and then add a specific x, y, and z coordinate value for your XRef, and the XRef will be attached at this specific location. Generally, we would want to visually locate the XRef in the drawing area, so it's better to keep the Specify On-screen checkbox selected in this panel.