InDesign is far too slow when you have too many cross-references in a single document - and by too many I mean not many at all (I have 30 in one of mine, and the document grinds to a halt all the time). Whilst opening every single document that is references helps a bit, this is far from a satisfactory solution. At a minimum it should be possible to disable cross-references whenever you want, to avoid the performance hit. It would also be a good idea to fix the cross-references issue completely, so that cross-references are not constantly being updated all the time.
You probably mean cross-refs to other documents which actually is a no-go. But, yes I second that, as it can be a PITA.
Indesign is not slow with 30 cross-ref if they all point to inside a document. It will become extremely slow when a cross-ref points to an external document which doesn't exist or has been renamed. This is a general bug, one that has been in ID since like ever.