Can't think of why it would turn on all zones unless they're all on to begin with, let alone turn anything on at all. Are you using HDMI-CEC? Try turning that off if so? Zones 2 and 3 able to be turned off, though, but next time you use the Xbox they turn back on? I'd try first a soft reset (unplug the Denon for a little while) and if that didn't change the behavior a full reset.