The next version of Xway (b4) defaults to having items in the Site panel open in a closed state, except for the current page.
Remembering the actual state is something we may look at in future (we have it logged as an issue) but it's not straightforward: the state is different for each document, so it would probably need to be saved as part of the document. On the other hand, it's not an actual editing change, so we probably don't want to resave the document every time the Site panel changes.
You can use the following workaround when opening a document in b3:
1. Option-click on the Site folder (this will close everything)
2. Click on the Site folder (this will open the top level)
3. Option-click on the current page (this will reopen everything in the current page)