There should be mechanism for specifying which windows should be saved by the SaveToXml method.

Resolution: 
You need to subscribe to the DockWindowSerializing event to prevent saving of window. Please refer to the following code example: 
void radDock1_DockWindowSerializing(object sender, DockWindowCancelEventArgs e)
{
    if (e.NewWindow.Text == "WindowName")
    {
        e.Cancel = true;
    }
}