I posted a Connect issue re EnableAutoDepthStencil not working on 360, I'm sure it always used to as I had a 2D game running at 1920x1080 and it used to run better without an auto DepthStencil as it didn't trigger Predicated Tiling, this doesn't seem to be the case any more. I can't think of any reason why one would always need to be created, it certainly isn't on XNA on the PC.
Does anyone else remember this being the case, as I'm either going senile or it's actually a change of behaviour somewhere between 2.0 and 3.1?