Yes, common issue. In my space shooter prototype in my sig I wanted the store to be an invisible/visible layer, not separate layout so I ran into the same issue.
The way I got around it was to use groups. If you own the personal edition you can put each layers events into their own group (right click event sheet and select "create group", nest events under it). You can then activate/deactivate the group anytime you change menus and they will be turned off/on.
If you don't own personal... you might be able to use variables to turn them off and on, but it would be very event costly.